A stochastic Stein Variational Newton method

1 code implementation • 19 Apr 2022 • Alex Leviyev, Joshua Chen, Yifei Wang, Omar Ghattas, Aaron Zimmerman

Meanwhile, Stein variational Newton (SVN), a Newton-like extension of SVGD, dramatically accelerates the convergence of SVGD by incorporating Hessian information into the dynamics, but also produces biased samples.

Bayesian Inference