A Stein variational Newton method
Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its approximation by implementing a form of functional grad...
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| Format: | Article |
| Language: | English |
| Published: |
Curran Associates, Inc.,
2020-08-12T13:31:17Z.
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| Subjects: | |
| Online Access: | Get fulltext |