2 papers
stat.ML2025
Adaptive Kernel Selection for Stein Variational Gradient Descent
Moritz Melcher, Simon Weissmann, Ashia C. Wilson +1
A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method…
math.OC2024
On the mean field limit of consensus based methods
Marvin Koß, Simon Weissmann, Jakob Zech
Consensus based optimization (CBO) employs a swarm of particles evolving as a system of stochastic differential equations (SDEs). Recently, it has been adapted to yield a derivativ…