A note on parametric Bayesian inference via gradient flows

DOI10.4310/AMSA.2020.V5.N2.A3MaRDI QIDQ2218178zbMATH OpenFDO

Authors Yuan Gao, Jian-Guo Liu

Publication date 14 January 2021

Published in Annals of Mathematical Sciences and Applications (Search for Journal in Brave)

zbMATH Keywords

KL-divergencegeneralized gradient flowparameter updatingparameter space manifold

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cited in

(13)

• Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings
• Computational mean-field information dynamics associated with reaction-diffusion equations
• Data-driven efficient solvers for Langevin dynamics on manifold in high dimensions
• Dynamics of a spatially homogeneous Vicsek model for oriented particles on a plane
• Random Walk Approximation for Irreversible Drift-Diffusion Process on Manifold: Ergodicity, Unconditional Stability and Convergence
• Transition Path Theory for Langevin Dynamics on Manifolds: Optimal Control and Data-Driven Solver
• Gibbs Flow for Approximate Transport with Applications to Bayesian Computation
• From Optimization to Sampling Through Gradient Flows
• Structure preserving schemes for Fokker-Planck equations of irreversible processes
• Accelerated information gradient flow
• The Bayesian update: variational formulations and gradient flows
• Geometry in sampling methods: a review on manifold MCMC and particle-based variational inference methods
• Discrete gradients for computational Bayesian inference

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