no code implementations • 23 May 2019 • Yulong Lu, Jianfeng Lu, James Nolen
A fundamental problem in Bayesian inference and statistical machine learning is to efficiently sample from multimodal distributions.
no code implementations • 10 May 2018 • Jianfeng Lu, Yulong Lu, James Nolen
We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.