新闻 · arXiv cs.LG
Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits
Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle level the corresponding Stein energy has infinite self-interaction. We study periodic Riesz SVGD with self-interaction removed and prove a many-particle, long-time sampling theorem. Throughout the range in which the…
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