Relative Entropy Gradient Sampler for Unnormalized Distribution

DOI10.1080/10618600.2024.2340523MaRDI QIDQ6968227zbMATH OpenFDO

Authors Xingdong Feng, Yuan Gao, Jian Huang, Yu Ling Jiao, Xu Liu

Publication date 25 June 2025

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2024.2340523

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• MCMC using Hamiltonian dynamics
• Monte Carlo sampling methods using Markov chains and their applications
• Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
• Statistical analysis of distance estimators with density differences and density ratios
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The geometry of proper scoring rules
• The Hastings algorithm at fifty
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• The Variational Formulation of the Fokker--Planck Equation

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