Organizations: Department of Statistics and Operations Research, University of North Carolina, Chapel Hill. · Department of Statistics, University of California, Davis. · Department of Statistics, University of Chicago.
We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy (KSD) and Wasserstein-2 metrics. Our key insight is that the time derivative of the relative entropy between the joint density of N particle locations and the N-fold product target measure, starting from a regular initial distribution, splits into a dominant negative part' proportional to $N$ times the expected $\mathsf{KSD}^2$ and a smaller positive part'. This observation leads to KSD rates of order 1/N, in both continuous and discrete time, providing a near optimal (in the sense of matching the corresponding i.i.d. rates) double exponential improvement over the recent result by Shi and Mackey (2024). Under mild assumptions on the kernel and potential, these bounds also grow polynomially in the dimension d. By adding a bilinear component to the kernel, the above approach is used to further obtain Wasserstein-2 convergence in continuous time. For the case of `bilinear + Matérn' kernels, we derive Wasserstein-2 rates that exhibit a curse-of-dimensionality similar to the i.i.d. setting. We also obtain marginal convergence and long-time propagation of chaos results for the time-averaged particle laws.
Stein Variational Gradient Descent (SVGD) is a deterministic interacting-particle method for sampling from a target probability measure given access to its score function. In the mean-field and continuous-time limit, it is known that the flow converges weakly toward the target, but no quantitative rate is known for the last iterate. In this paper, we establish quantitative local convergence in strong norms for this dynamics, when the interaction kernel is of Riesz type on the d-dimensional torus. Specifically, assuming that the initial density and the target are smooth and close in L2-norm, we obtain explicit polynomial convergence rates in L2-norm that depend on the dimension and on the regularity parameters of the kernel, the initialization and the target. We further show that these rates are sharp in certain regimes, and support the theory with numerical experiments. In the edge case of kernels with a Coulomb singularity, we recover the global exponential convergence result established in prior work. Our analysis is inspired by recent results on Wasserstein gradient flows of kernel mean discrepancies.
Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle level the corresponding Stein energy has infinite self-interaction. We study periodic Riesz SVGD with self-interaction removed and prove a many-particle, long-time sampling theorem. Throughout the range in which the singular Stein energy is locally integrable, under a uniform bound on the initial relative entropy per particle, the time-averaged empirical-measure law converges weakly to the point mass δπ at the target as the particle number and any diverging averaging horizon tend to infinity. We also show that the empirical-measure laws induced by invariant particle laws of finite relative entropy converge weakly to δπ, without a uniform entropy bound. Below the logarithmic singularity threshold, we obtain an explicit algebraic finite-particle error bound. These results extend the joint-entropy approach for smooth-kernel SVGD to singular interactions.
We analyze finite-particle drifting models for one-step generative modeling. For a conservative velocity given by the difference of the kernel-smoothed data and model scores, a joint-entropy identity yields continuous-time bounds for the smoothed Fisher discrepancy and the squared particle velocity. The finite-particle correction involves reciprocal kernel density estimates. We give local-occupancy conditions and exact expectation bounds, and show that these expectations diverge for full-support initial densities in a shrinking-bandwidth regime. Keeping the bandwidth dependence of the quadrature constants explicit yields a conditional root residual-velocity rate of N−1/(d+4) under uniform regularity, with a corresponding rate under weaker quadrature growth conditions. We also analyze the original displacement field with the exact Laplace kernel. A companion kernel gives a weighted coercivity estimate that accommodates the unbounded empirical scale and the kernel's nondifferentiability. Localization controls the particle velocity, while relative scale alignment absorbs the mismatch into dissipation. Both analyses quantify the size of an additional drift correction under explicit regularity and stability assumptions.