Stein variational gradient descent: many-particle and long-time asymptotics
From MaRDI portal
Publication:6194470
DOI10.3934/fods.2022023arXiv2102.12956OpenAlexW3131663438MaRDI QIDQ6194470
Nikolas Nüsken, D. R. Michiel Renger
Publication date: 14 February 2024
Published in: Foundations of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.12956
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the relation between gradient flows and the large-deviation principle, with applications to Markov chains and diffusion
- Theory of reproducing kernels and applications
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space
- Dynamics of labyrinthine pattern formation in magnetic fluids: A mean-field theory
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- On Friedrichs inequality, Helmholtz decomposition, vector potentials, and the div-curl lemma
- A technique for exponential change of measure for Markov processes
- Large deviations for interacting particle systems: joint mean-field and small-noise limit
- The Bayesian update: variational formulations and gradient flows
- Characterisation of gradient flows on finite state Markov chains
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- Second order analysis on (𝒫₂(ℳ),𝒲₂)
- Hilbert space embeddings and metrics on probability measures
- A gradient structure for reaction–diffusion systems and for energy-drift-diffusion systems
- Large Deviations of the Empirical Current in Interacting Particle Systems
- Support Vector Machines
- Handbook of Markov Chain Monte Carlo
- Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
- Distributions
- The Variational Formulation of the Fokker--Planck Equation
- Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
- Large deviations from the mckean-vlasov limit for weakly interacting diffusions
- Affine Invariant Interacting Langevin Dynamics for Bayesian Inference
- Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
- Stochastic Processes and Applications
- Data assimilation: The Schrödinger perspective
- Ensemble filter techniques for intermittent data assimilation - a survey
- Eulerian Calculus for the Contraction in the Wasserstein Distance
- Fluctuations and Irreversible Processes
- Optimal Transport
This page was built for publication: Stein variational gradient descent: many-particle and long-time asymptotics