Accelerated information gradient flow

DOI10.1007/s10915-021-01709-3zbMath1484.90059arXiv1909.02102OpenAlexW2971906246MaRDI QIDQ2053344

Wuchen Li, Yi-Fei Wang

Publication date: 29 November 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.02102

zbMATH Keywords

information geometryoptimal transportBayesian inverse problemNesterov's accelerated gradient method

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (7)

Sparse optimization on measures with over-parameterized gradient descent ⋮ Stein Variational Gradient Descent on Infinite-Dimensional Space and Applications to Statistical Inverse Problems ⋮ Global Optimization via Schrödinger–Föllmer Diffusion ⋮ High order spatial discretization for variational time implicit schemes: Wasserstein gradient flows and reaction-diffusion systems ⋮ Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks ⋮ A Time-Fractional Mean-Field Control Modeling Subdiffusive Advective Transport ⋮ Hölder stability and uniqueness for the mean field games system via Carleman estimates

Uses Software

• Adam

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Functional and shape data analysis
• Information geometry and its applications
• Improvement on some known nonparametric uniformly consistent estimators of derivatives of a density
• Convergence to equilibrium in Wasserstein distance for damped Euler equations with interaction forces
• Wasserstein Riemannian geometry of Gaussian densities
• A blob method for diffusion
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• Wasserstein Hamiltonian flows
• Adaptive restart for accelerated gradient schemes
• Geometry of matrix decompositions seen through optimal transport and information geometry
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• Inverse problems: A Bayesian perspective
• The Density Manifold and Configuration Space Quantization
• A Mean-Field Optimal Control Formulation for Global Optimization
• A variational perspective on accelerated methods in optimization
• Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
• On Wasserstein geometry of the space of Gaussian measures

This page was built for publication: Accelerated information gradient flow