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相关论文: Particle-based Variational Inference with Generali…

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Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

机器学习 · 统计学 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

偏微分方程分析 · 数学 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

机器学习 · 统计学 2025-04-10 Viktor Stein , Wuchen Li

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

机器学习 · 统计学 2018-10-31 Gianluca Detommaso , Tiangang Cui , Alessio Spantini , Youssef Marzouk , Robert Scheichl

Semi-implicit variational inference (SIVI) is a powerful framework for approximating complex posterior distributions, but training with the Kullback-Leibler (KL) divergence can be challenging due to high variance and bias in…

机器学习 · 计算机科学 2025-06-06 Tobias Pielok , Bernd Bischl , David Rügamer

Recently, particle-based variational inference (ParVI) methods have gained interest because they can avoid arbitrary parametric assumptions that are common in variational inference. However, many ParVI approaches do not allow arbitrary…

机器学习 · 计算机科学 2021-08-12 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

机器学习 · 计算机科学 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

We derive finite-particle rates for the regularized Stein variational gradient descent (R-SVGD) algorithm introduced by He et al. (2024) that corrects the constant-order bias of the SVGD by applying a resolvent-type preconditioner to the…

机器学习 · 统计学 2026-05-19 Ye He , Krishnakumar Balasubramanian , Sayan Banerjee , Promit Ghosal

We develop a fast and scalable numerical approach to solve Wasserstein gradient flows (WGFs), particularly suitable for high-dimensional cases. Our approach is to use general reduced-order models, like deep neural networks, to parameterize…

数值分析 · 数学 2024-05-24 Yijie Jin , Shu Liu , Hao Wu , Xiaojing Ye , Haomin Zhou

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

最优化与控制 · 数学 2025-10-02 Viktor Stein , Wuchen Li

We propose a novel particle-based variational inference method designed to work with multimodal distributions. Our approach, referred to as Branched Stein Variational Gradient Descent (BSVGD), extends the classical Stein Variational…

机器学习 · 计算机科学 2025-07-18 Isaías Bañales , Arturo Jaramillo , Joshué Helí Ricalde-Guerrero

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

机器学习 · 计算机科学 2025-04-24 Dai Hai Nguyen , Tetsuya Sakurai , Hiroshi Mamitsuka

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

机器学习 · 统计学 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to…

机器学习 · 计算机科学 2022-07-26 Jiaojiao Fan , Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Particle-based Variational Inference (ParVI) methods approximate the target distribution by iteratively evolving finite weighted particle systems. Recent advances of ParVI methods reveal the benefits of accelerated position update…

机器学习 · 计算机科学 2023-12-29 Fangyikang Wang , Huminhao Zhu , Chao Zhang , Hanbin Zhao , Hui Qian

Wasserstein gradient flows (WGFs) describe the evolution of probability distributions in Wasserstein space as steepest descent dynamics for a free energy functional. Computing the full path from an arbitrary initial distribution to…

机器学习 · 计算机科学 2026-04-14 Chengyu Liu , Xiang Zhou

The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI algorithms, which is inspired by a similar development for…

机器学习 · 统计学 2022-10-21 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki , Edith Zhang

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

In recent years, particle-based variational inference (ParVI) methods such as Stein variational gradient descent (SVGD) have grown in popularity as scalable methods for Bayesian inference. Unfortunately, the properties of such methods…

机器学习 · 统计学 2023-06-02 Louis Sharrock , Christopher Nemeth

Stein Variational Gradient Descent (SVGD) is a popular sampling algorithm used in various machine learning tasks. It is well known that SVGD arises from a discretization of the kernelized gradient flow of the Kullback-Leibler divergence…

机器学习 · 计算机科学 2022-11-22 Lukang Sun , Peter Richtárik