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math.AP2026
Stein Variational Gradient Descent dynamics for highly concentrated kernels
José A. Carrillo, Jakub Skrzeczkowski, Jethro Warnett
Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular li…
math.OC2026
Well-posedness and mean-field limit estimate of a consensus-based algorithm for min-max problems
Hui Huang, Jethro Warnett
The recent work arXiv:2407.17373 proposes a derivative-free consensus-based particle method that computes global solutions to nonconvex-nonconcave min-max problems and establishes…