Understanding MCMC Dynamics as Flows on the Wasserstein Space

1 Feb 2019Chang LiuJingwei ZhuoJun Zhu

It is known that the Langevin dynamics used in MCMC is the gradient flow of the KL divergence on the Wasserstein space, which helps convergence analysis and inspires recent particle-based variational inference methods (ParVIs). But no more MCMC dynamics is understood in this way... (read more)

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