Maarten V. de Hoop

Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits

Trevor Teolis, Maarten V. de Hoop

Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle…Read more