The stein variational gradient descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to …
G Wang, L Chizat - The Thirty Seventh Annual Conference …, 2024 - proceedings.mlr.press
Let a smooth function $ f: T^ d\times T^ d\to\mathbb {R} $ over the $ d $-torus and $\beta> 0$. Consider the min-max objective functional $ F_\beta (\mu,\nu)=\iint fd\mu d\nu+\beta^{-1} …
H Daneshmand, JD Lee, C Jin - International Conference on …, 2023 - proceedings.mlr.press
Particle gradient descent, which uses particles to represent a probability measure and performs gradient descent on particles in parallel, is widely used to optimize functions of …
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf {KSD} $) and Wasserstein …
Environmental sound classification is a rapidly growing research area with numerous applications. However, current models frequently face challenges in accurately identifying …
G Wynne - arXiv preprint arXiv:2304.09053, 2023 - arxiv.org
Performing inference in Bayesian models requires sampling algorithms to draw samples from the posterior. This becomes prohibitively expensive as the size of data sets increase …
C Chazal, A Korba, F Bach - arXiv preprint arXiv:2408.16543, 2024 - arxiv.org
In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the …
F Quattrocchi - arXiv preprint arXiv:2408.12924, 2024 - arxiv.org
We investigate the minimal error in approximating a general probability measure $\mu $ on $\mathbb {R}^ d $ by the uniform measure on a finite set with prescribed cardinality $ n …
Modern machine learning applications, such as generative modeling and probabilistic inference, demand a new generation of methodologies for optimizing over the space of …