# SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence

arXiv: https://arxiv.org/abs/2006.02509 · HTML: https://mlsanity.com/paper/2006.02509/

## Key facts

- Cited by 64 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Jun 2020.

## Built on by (most cited first, 30 of 64)

- [Variational inference via Wasserstein gradient flows](https://mlsanity.com/paper/2205.15902/) (2022)
- [Kernel Stein Discrepancy Descent](https://mlsanity.com/paper/2105.09994/) (2021)
- [Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space](https://mlsanity.com/paper/2304.05398/) (2023)
- [Improving Task-free Continual Learning by Distributionally Robust Memory Evolution](https://mlsanity.com/paper/2207.07256/) (2022)
- [Birth-death dynamics for sampling: Global convergence, approximations and their asymptotics](https://mlsanity.com/paper/2211.00450/) (2022)
- [Scalable Wasserstein Gradient Flow for Generative Modeling through Unbalanced Optimal Transport](https://mlsanity.com/paper/2402.05443/) (2024)
- [A Convergence Theory for SVGD in the Population Limit under Talagrand's Inequality T1](https://mlsanity.com/paper/2106.03076/) (2021)
- [On Stein Variational Neural Network Ensembles](https://mlsanity.com/paper/2106.10760/) (2021)
- [Particle-based Variational Inference with Preconditioned Functional Gradient Flow](https://mlsanity.com/paper/2211.13954/) (2022)
- [Sampling via Gradient Flows in the Space of Probability Measures](https://mlsanity.com/paper/2310.03597/) (2023)
- [Neural Variational Gradient Descent](https://mlsanity.com/paper/2107.10731/) (2021)
- [Regularized Stein Variational Gradient Flow](https://mlsanity.com/paper/2211.07861/) (2022)
- [Zeroth-Order Sampling Methods for Non-Log-Concave Distributions: Alleviating Metastability by Denoising Diffusion](https://mlsanity.com/paper/2402.17886/) (2024)
- [Sampling with Mollified Interaction Energy Descent](https://mlsanity.com/paper/2210.13400/) (2022)
- [Stein Variational Gradient Descent: many-particle and long-time asymptotics](https://mlsanity.com/paper/2102.12956/) (2021)
- [Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent](https://mlsanity.com/paper/2409.08469/) (2024)
- [Towards Understanding the Dynamics of Gaussian-Stein Variational Gradient Descent](https://mlsanity.com/paper/2305.14076/) (2023)
- [Wasserstein Policy Optimization](https://mlsanity.com/paper/2505.00663/) (2025)
- [Weighted quantization using MMD: From mean field to mean shift via gradient flows](https://mlsanity.com/paper/2502.10600/) (2025)
- [Stein transport for Bayesian inference](https://mlsanity.com/paper/2409.01464/) (2024)
- [Particle-based Variational Inference with Generalized Wasserstein Gradient Flow](https://mlsanity.com/paper/2310.16516/) (2023)
- [Interaction-Force Transport Gradient Flows](https://mlsanity.com/paper/2405.17075/) (2024)
- [Coin Sampling: Gradient-Based Bayesian Inference without Learning Rates](https://mlsanity.com/paper/2301.11294/) (2023)
- [Minimizing f-Divergences by Interpolating Velocity Fields](https://mlsanity.com/paper/2305.15577/) (2023)
- [Bridging the Gap Between Variational Inference and Wasserstein Gradient Flows](https://mlsanity.com/paper/2310.20090/) (2023)
- [A generative flow for conditional sampling via optimal transport](https://mlsanity.com/paper/2307.04102/) (2023)
- [Kernel Approximation of Fisher-Rao Gradient Flows](https://mlsanity.com/paper/2410.20622/) (2024)
- [Hellinger-Kantorovich Gradient Flows: Global Exponential Decay of Entropy Functionals](https://mlsanity.com/paper/2501.17049/) (2025)
- [A blob method for inhomogeneous diffusion with applications to multi-agent control and sampling](https://mlsanity.com/paper/2202.12927/) (2022)
- [Diffusion map particle systems for generative modeling](https://mlsanity.com/paper/2304.00200/) (2023)

## Abstract (arXiv)

Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often described as the kernelized gradient flow for the Kullback-Leibler divergence in the geometry of optimal transport. We introduce a new perspective on SVGD that instead views SVGD as the (kernelized) gradient flow of the chi-squared divergence which, we show, exhibits a strong form of uniform exponential ergodicity under conditions as weak as a Poincar'e inequality. This perspective leads us to propose an alternative to SVGD, called Laplacian Adjusted Wasserstein Gradient Descent (LAWGD), that can be implemented from the spectral decomposition of the Laplacian operator associated with the target density. We show that LAWGD exhibits strong convergence guarantees and good practical performance.
