A Spectral Approach to Gradient Estimation for Implicit Distributions
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Abstract (arXiv)
Recently there have been increasing interests in learning and inference with implicit distributions (i.e., distributions without tractable densities). To this end, we develop a gradient estimator for implicit distributions based on Stein's identity and a spectral decomposition of kernel operators, where the eigenfunctions are approximated by the Nystr"om method. Unlike the previous works that only provide estimates at the sample points, our approach directly estimates the gradient function, thus allows for a simple and principled out-of-sample extension. We provide theoretical results on the error bound of the estimator and discuss the bias-variance tradeoff in practice. The effectiveness of our method is demonstrated by applications to gradient-free Hamiltonian Monte Carlo and variational inference with implicit distributions. Finally, we discuss the intuition behind the estimator by drawing connections between the Nystr"om method and kernel PCA, which indicates that the estimator can automatically adapt to the geometry of the underlying distribution.
Key facts. Cited by 45 papers in the map (data through 14 Oct 2026). First posted on arXiv 7 Jun 2018.
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Citing papers per year: 2021: 11; 2022: 7; 2023: 8; 2024: 9; 2025: 5; 2026: 5.
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- 2021Deep Generative Modelling: A Comparative Review of VAEs, GANs, Normalizing Flows, Energy-Based and Autoregressive Modelscited by 252
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- 2023Semi-Implicit Variational Inference via Score Matchingcited by 19
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- 2023On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Designcited by 5
- 2024Low-Budget Simulation-Based Inference with Bayesian Neural Networkscited by 5
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- 2025Nonlinear Multiple Response Regression and Learning of Latent Spacescited by 1
- 2026A Kernel Approach for Semi-implicit Variational Inferencecited by 1
- 2026Multi-Source Transfer Learning of Sparse Single-Index Modelscited by 1
- 2026Bayesian Experimental Design via Score Matchingcited by 1
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- 2026Function-Space Empirical Bayes Regularisation with Large Vision-Language Model Priorscited by 0
- 2026Function-Space Empirical Bayes Regularisation with Student's t Priorscited by 0
- 2026Bayesian Experimental Design via Score Matching9 Jul 2026
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- 2026Function-Space Empirical Bayes Regularisation with Student's t Priors25 Feb 2026
- 2026Function-Space Empirical Bayes Regularisation with Large Vision-Language Model Priors3 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Causal Ordering for Structure Learning from Time Series28 Oct 2025
- 2025Latent Uncertainty Representations for Video-based Driver Action and Intention Recognition6 Oct 2025
- 2025Simulation Priors for Data-Efficient Deep Learning6 Sep 2025
- 2025Exploring bidirectional bounds for minimax-training of Energy-based models5 Jun 2025
- 2025Nonlinear Multiple Response Regression and Learning of Latent Spaces27 Mar 2025
- 2024Score Change of Variables10 Dec 2024
- 2024Local Curvature Smoothing with Stein's Identity for Efficient Score Matching5 Dec 2024
33 more
- 2024Revisiting the Equivalence of Bayesian Neural Networks and Gaussian Processes: On the Importance of Learning Activations21 Oct 2024
- 2024A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery8 Oct 2024
- 2024Functional Stochastic Gradient MCMC for Bayesian Neural Networks25 Sep 2024
- 2024Low-Budget Simulation-Based Inference with Bayesian Neural Networks27 Aug 2024
- 2024Kernel Semi-Implicit Variational Inference29 May 2024
- 2024Bridging the Sim-to-Real Gap with Bayesian Inference25 Mar 2024
- 2024Nonparametric Automatic Differentiation Variational Inference with Spline Approximation10 Mar 2024
- 2023Hierarchical Semi-Implicit Variational Inference with Application to Diffusion Model Acceleration26 Oct 2023
- 2023Semi-Implicit Variational Inference via Score Matching19 Aug 2023
- 2023On Estimating the Gradient of the Expected Information Gain in Bayesian Experimental Design19 Aug 2023
- 2023Function-Space Regularization for Deep Bayesian Classification12 Jul 2023
- 2023A Rigorous Link between Deep Ensembles and (Variational) Bayesian Methods24 May 2023
- 2023Nonparametric Generative Modeling with Conditional Sliced-Wasserstein Flows3 May 2023
- 2023Differentiable Neural Networks with RePU Activation: with Applications to Score Estimation and Isotonic Regression1 May 2023
- 2023A Complete Survey on Generative AI (AIGC): Is ChatGPT from GPT-4 to GPT-5 All You Need?21 Mar 2023
- 2022MARS: Meta-Learning as Score Matching in the Function Space24 Oct 2022
- 2022Diffusion Models for Causal Discovery via Topological Ordering12 Oct 2022
- 2022Deep Variational Implicit Processes14 Jun 2022
- 2022Feature Space Particle Inference for Neural Network Ensembles2 Jun 2022
- 2022Generalized Variational Inference in Function Spaces: Gaussian Measures meet Bayesian Deep Learning12 May 2022
- 2022Deep Ensemble as a Gaussian Process Approximate Posterior30 Apr 2022
- 2022Augmenting Neural Networks with Priors on Function Values10 Feb 2022
- 2021AutoTransfer: Subject Transfer Learning with Censored Representations on Biosignals Data17 Dec 2021
- 2021Bounds all around: training energy-based models with bidirectional bounds1 Nov 2021
- 2021Sampling with Mirrored Stein Operators23 Jun 2021
- 2021Repulsive Deep Ensembles are Bayesian22 Jun 2021
- 2021On Stein Variational Neural Network Ensembles20 Jun 2021
- 2021Meta-Learning Reliable Priors in the Function Space6 Jun 2021
- 2021Accurate and Reliable Forecasting using Stochastic Differential Equations28 Mar 2021
- 2021LiBRe: A Practical Bayesian Approach to Adversarial Detection27 Mar 2021
- 2021Deep Generative Modelling: A Comparative Review of VAEs, GANs, Normalizing Flows, Energy-Based and Autoregressive Models8 Mar 2021
- 2021Posterior Meta-Replay for Continual Learning1 Mar 2021
- 2021Active Slices for Sliced Stein Discrepancy5 Feb 2021
- 2022Diffusion Models for Causal Discovery via Topological Orderingcited by 66
- 2023Hierarchical Semi-Implicit Variational Inference with Application to Diffusion Model Accelerationcited by 14
- 2024Local Curvature Smoothing with Stein's Identity for Efficient Score Matchingcited by 0
- 2024Score Change of Variablescited by 0
- 2024Score Change of Variables10 Dec 2024
- 2024Local Curvature Smoothing with Stein's Identity for Efficient Score Matching5 Dec 2024
- 2023Hierarchical Semi-Implicit Variational Inference with Application to Diffusion Model Acceleration26 Oct 2023
- 2022Diffusion Models for Causal Discovery via Topological Ordering12 Oct 2022
- 2021Deep Generative Modelling: A Comparative Review of VAEs, GANs, Normalizing Flows, Energy-Based and Autoregressive Modelscited by 252
- 2021Repulsive Deep Ensembles are Bayesiancited by 104
- 2023A Complete Survey on Generative AI (AIGC): Is ChatGPT from GPT-4 to GPT-5 All You Need?cited by 84
- 2021Posterior Meta-Replay for Continual Learningcited by 45
- 2021LiBRe: A Practical Bayesian Approach to Adversarial Detectioncited by 40
- 2023A Rigorous Link between Deep Ensembles and (Variational) Bayesian Methodscited by 32
- 2021Meta-Learning Reliable Priors in the Function Spacecited by 23
- 2021On Stein Variational Neural Network Ensemblescited by 21
- 2022Generalized Variational Inference in Function Spaces: Gaussian Measures meet Bayesian Deep Learningcited by 21
- 2023Semi-Implicit Variational Inference via Score Matchingcited by 19
- 2021Sampling with Mirrored Stein Operatorscited by 17
- 2023Nonparametric Generative Modeling with Conditional Sliced-Wasserstein Flowscited by 15
12 most cited of 40 All 40 (JSON)
- 2026Bayesian Experimental Design via Score Matching9 Jul 2026
- 2026Multi-Source Transfer Learning of Sparse Single-Index Models28 Jun 2026
- 2026Function-Space Empirical Bayes Regularisation with Student's t Priors25 Feb 2026
- 2026A Kernel Approach for Semi-implicit Variational Inference17 Jan 2026
- 2025Causal Ordering for Structure Learning from Time Series28 Oct 2025
- 2025Latent Uncertainty Representations for Video-based Driver Action and Intention Recognition6 Oct 2025
- 2025Simulation Priors for Data-Efficient Deep Learning6 Sep 2025
- 2025Exploring bidirectional bounds for minimax-training of Energy-based models5 Jun 2025
- 2025Nonlinear Multiple Response Regression and Learning of Latent Spaces27 Mar 2025
- 2024Revisiting the Equivalence of Bayesian Neural Networks and Gaussian Processes: On the Importance of Learning Activations21 Oct 2024
- 2024A Skewness-Based Criterion for Addressing Heteroscedastic Noise in Causal Discovery8 Oct 2024
- 2024Functional Stochastic Gradient MCMC for Bayesian Neural Networks25 Sep 2024
12 newest of 40 All 40 (JSON)