George Wynne

2 accepted papers

2022

Grassmann Stein Variational Gradient Descent

Xing Liu, Harrison Zhu, Jean-Francois Ton, George Wynne, Andrew Duncan

AISTATS 2022poster

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the dimensionality of the target distribution is high. Recent develo…

Cited by 16 Source ↗PDF ↗code ↗Scholar ↗

2022

Variational Gaussian Processes: A Functional Analysis View

George Wynne, Veit Wild

AISTATS 2022poster

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are disparate and lacking generality. We propose to view the GP as lyin…

Cited by 6 Source ↗PDF ↗Scholar ↗