Sayan Banerjee

Uniform-in-time Propagation-of-Chaos for Stein Variational Gradient Descent

Krishnakumar Balasubramanian, Sayan Banerjee, Anna Korba

We study uniform-in-time propagation-of-chaos for continuous-time Stein Variational Gradient Descent (SVGD). Classical finite-time propagation-of-chaos estimates for mean-field systems typically deteriorate rapidly with time and therefore do not directly explain the long-time rel…Read more