Gradient-free Stein variational gradient descent with kernel approximation

DOI10.1016/j.aml.2021.107465OpenAlexW3174907686MaRDI QIDQ2235046

Liang Yan, Xiling Zou

Publication date: 19 October 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107465

zbMATH Keywords

Bayesian inversionsurrogate modelingStein variational gradient descent

Mathematics Subject Classification ID

Bayesian inference (62F15) Interacting particle systems in time-dependent statistical mechanics (82C22) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) PDEs in connection with statistics (35Q62) PDEs in connection with computer science (35Q68)

Related Items (1)

Stein variational gradient descent with local approximations

Cites Work

• Statistical and computational inverse problems.
• Optimal design for kernel interpolation: applications to uncertainty quantification
• Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
• Handbook of Markov Chain Monte Carlo
• Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
• Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
• An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems

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