Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent

Sayan Banerjee, Krishnakumar Balasubramanian, Promit Ghosal

We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metr…