Message Passing Stein Variational Gradient Descent.
作者： Ning Chen , Jingwei Zhuo , Jun Zhu , Bo Zhang , Jiaxin Shi
DOI:
关键词: Applied mathematics 、 Degeneracy (mathematics) 、 Markov blanket 、 Curse of dimensionality 、 Gradient descent 、 Mathematics 、 Markov chain Monte Carlo 、 Bayesian inference 、 Graphical model 、 Inference
摘要: Stein variational gradient descent (SVGD) is a recently proposed particle-based Bayesian inference method, which has attracted a lot of interest due to its remarkable approximation …
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