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Stein Variational Gradient Descent with Matrix-Valued Kernels
Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric...
Wedi'i Gadw mewn:
| Cyhoeddwyd yn: | Adv Neural Inf Process Syst |
|---|---|
| Prif Awduron: | , , , |
| Fformat: | Artigo |
| Iaith: | Inglês |
| Cyhoeddwyd: |
2019
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| Pynciau: | |
| Mynediad Ar-lein: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6923147/ https://ncbi.nlm.nih.gov/pubmed/31857781 |
| Tagiau: |
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