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stat.ML2022★ 2 cited
Regularized Stein Variational Gradient Flow
Ye He, Krishnakumar Balasubramanian, Bharath K. Sriperumbudur +1
The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding…
math.ST2022
Heavy-tailed Sampling via Transformed Unadjusted Langevin Algorithm
Ye He, Krishnakumar Balasubramanian, Murat A. Erdogdu
We analyze the oracle complexity of sampling from polynomially decaying heavy-tailed target densities based on running the Unadjusted Langevin Algorithm on certain transformed vers…