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A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1. (arXiv:2106.03076v2 [cs.LG] UPDATED)
June 20, 2022, 1:11 a.m. | Adil Salim, Lukang Sun, Peter Richtárik
cs.LG updates on arXiv.org arxiv.org
Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a
target density which is known up to a multiplicative constant. Although SVGD is
a popular algorithm in practice, its theoretical study is limited to a few
recent works. We study the convergence of SVGD in the population limit, (i.e.,
with an infinite number of particles) to sample from a non-logconcave target
distribution satisfying Talagrand's inequality T1. We first establish the
convergence of the algorithm. Then, we establish a …
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