activity
20202026
most citedMultifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices

5 citations · 10 across the 5 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

math.NA2021

Multilevel Stein variational gradient descent with applications to Bayesian inverse problems

Terrence Alsup, Luca Venturi, Benjamin Peherstorfer

This work presents a multilevel variant of Stein variational gradient descent to more efficiently sample from target distributions. The key ingredient is a sequence of distribution…