15 citations · 19 across the 2 of their papers we have counts for
2 papers
math.ST2020★ 4 cited
SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence
Sinho Chewi, Thibaut Le Gouic, Chen Lu +2
Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often described as the kernelized gradient flow for the Kullback-Leibler divergence in the geometry of o…
math.ST2020★ 15 cited
Exponential ergodicity of mirror-Langevin diffusions
Sinho Chewi, Thibaut Le Gouic, Chen Lu +3
Motivated by the problem of sampling from ill-conditioned log-concave distributions, we give a clean non-asymptotic convergence analysis of mirror-Langevin diffusions as introduced…