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...
| Κύριοι συγγραφείς: | , |
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| Άλλοι συγγραφείς: | |
| Μορφή: | Άρθρο |
| Γλώσσα: | English |
| Έκδοση: |
Curran Associates, Inc.
2020
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| Διαθέσιμο Online: | https://hdl.handle.net/1721.1/126535 |