Stochastic Particle-Optimization Sampling and the Non-Asymptotic Convergence Theory

5 Sep 2018Jianyi ZhangRuiyi ZhangLawrence CarinChangyou Chen

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD)... (read more)

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