Stein variational gradient descent with local approximations
Liang Yan, Tao Tang
Topics & Concepts
Gradient descentComputer scienceInferenceApproximate Bayesian computationArtificial neural networkBayesian inferenceConvergence (economics)ComputationSet (abstract data type)Mathematical optimizationAlgorithmApproximate inferenceBayesian probabilityArtificial intelligenceMachine learningMathematicsProgramming languageEconomicsEconomic growthGaussian Processes and Bayesian InferenceMarkov Chains and Monte Carlo MethodsProbabilistic and Robust Engineering Design