Stein variational gradient descent



Stein’s method meets variational inference via kernels. I should learn about this, as one of the methods I might use for low-assumption Bayes inference.

References

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Chu, Casey, Kentaro Minami, and Kenji Fukumizu. 2022. The Equivalence Between Stein Variational Gradient Descent and Black-Box Variational Inference.” In, 5.
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