2025
ELBOing Stein: Variational Bayes with Stein Mixture Inference
ICLR 2025poster
Stein variational gradient descent (SVGD) (Liu & Wang, 2016) performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to underestimating uncertainty (Ba et al., 2021), even for moderately-di…