2023
Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Condition
AISTATS 2023poster
Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms and SVGD, the potential function $V$ is often assumed to be $…