Particle-based energetic variational inference

DOI10.1007/s11222-021-10009-7zbMath1475.62066arXiv2004.06443OpenAlexW3156115970MaRDI QIDQ2058750

Jiuhai Chen, Chun Liu, Lulu Kang, YiWei Wang

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.06443

zbMATH Keywords

kernel functionGaussian mixture modelvariational inferenceenergetic variational approachimplicit-EulerKL-divergence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adaptive proposal distribution for random walk Metropolis algorithm
• \{Euclidean, metric, and Wasserstein\} gradient flows: an overview
• Bayesian inference with optimal maps
• On Lagrangian schemes for porous medium type generalized diffusion equations: a discrete energetic variational approach
• A stochastic version of Stein variational gradient descent for efficient sampling
• Density estimation by dual ascent of the log-likelihood
• Exponential convergence of Langevin distributions and their discrete approximations
• A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes
• A blob method for diffusion
• An introduction to variational methods for graphical models
• Stability of flows associated to gradient vector fields and convergence of iterated transport maps
• Inverse problems: A Bayesian perspective
• A Deterministic Approximation of Diffusion Equations Using Particles
• A First Course in the Numerical Analysis of Differential Equations
• Graphical Models, Exponential Families, and Variational Inference
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Two-Point Step Size Gradient Methods
• Monotone Operators and the Proximal Point Algorithm
• Presentation and analysis of a diffusion-velocity method
• The Variational Formulation of the Fokker--Planck Equation
• Reciprocal Relations in Irreversible Processes. II.
• Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
• Mathematical Modeling in Continuum Mechanics
• A Variational Lagrangian Scheme for a Phase-Field Model: A Discrete Energetic Variational Approach
• Equation of State Calculations by Fast Computing Machines
• A variational formulation of the BDF2 method for metric gradient flows
• A First Course in Continuum Mechanics
• Diffeomorphisms and Nonlinear Heat Flows
• Monte Carlo sampling methods using Markov chains and their applications
• Optimal Transport

This page was built for publication: Particle-based energetic variational inference