Stein variational gradient descent with local approximations

DOI10.1016/j.cma.2021.114087OpenAlexW3153112662WikidataQ114196882 ScholiaQ114196882MaRDI QIDQ2246277

Liang Yan, Tao Zhou

Publication date: 16 November 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06276

zbMATH Keywords

Bayesian inferencelocal approximationdeep learningStein variational gradient decent

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items

VI-DGP: a variational inference method with deep generative prior for solving high-dimensional inverse problems, Surrogate modeling for Bayesian inverse problems based on physics-informed neural networks

Uses Software

• BayesDA
• RMSprop
• Adam
• ADADELTA
• PRMLT

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