Stein Variational Gradient Descent
Also known as SVGD
Overview
Stein Variational Gradient Descent transports a set of particles toward a target distribution using its score, while kernel-based repulsion helps preserve diversity. It is used for Bayesian sampling and variational inference, as well as optimization, control, and learning tasks where distributions may be multimodal or constrained by geometry. Approaches include adaptive and multirate updates, manifold-aware kernels, Langevin regularization, and theoretical analyses of mean-field limits, finite-particle convergence, and propagation of chaos. A central challenge is obtaining reliable convergence and computational efficiency as dimension grows, especially when results depend strongly on kernel choice, target geometry, and the number of particles.
Latest papers
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