A Note on the Convergence of Mirrored Stein Variational Gradient Descent under (L0,L1)-Smoothness Condition
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Abstract (arXiv)
In this note, we establish a descent lemma for the population limit Mirrored Stein Variational Gradient Method~(MSVGD). This descent lemma does not rely on the path information of MSVGD but rather on a simple assumption for the mirrored distribution nablaPsi#πproptoexp(-V). Our analysis demonstrates that MSVGD can be applied to a broader class of constrained sampling problems with non-smooth V. We also investigate the complexity of the population limit MSVGD in terms of dimension d.
Key facts. Cited by 4 papers in the map (data through 7 Oct 2026). Builds on 16 of its 26 references that are in the map. First posted on arXiv 20 Jun 2022.
Builds on
16 of 26 references.
References · 16
- 2016Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithmcited by 498
- 2019Why gradient clipping accelerates training: A theoretical justification for adaptivitycited by 335
- 2017Stein Variational Gradient Descent as Gradient Flowcited by 149
- 2017Measuring Sample Quality with Kernelscited by 119
- 2019On the geometry of Stein variational gradient descentcited by 82
- 2018Mirrored Langevin Dynamicscited by 61
- 2020A Non-Asymptotic Analysis for Stein Variational Gradient Descentcited by 61
- 2020Wasserstein Control of Mirror Langevin Monte Carlocited by 55
- 2020Efficient constrained sampling via the mirror-Langevin algorithmcited by 55
- 2018A Stein variational Newton methodcited by 49
- 2018Scaling limit of the Stein variational gradient descent: the mean field regimecited by 35
- 2019Stein Variational Gradient Descent With Matrix-Valued Kernelscited by 32
4 more
- 2020Stochastic Stein Discrepanciescited by 30
- 2021Sampling with Mirrored Stein Operatorscited by 17
- 2022Convergence of Stein Variational Gradient Descent under a Weaker Smoothness Conditioncited by 16
- 2019A stochastic version of Stein Variational Gradient Descent for efficient samplingcited by 10
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Citing papers per year: 2023: 3; 2024: 0; 2025: 0; 2026: 1.
4 papers.
- 2023Towards a Better Theoretical Understanding of Independent Subnetwork Trainingcited by 6
- 2023Rethinking SIGN Training: Provable Nonconvex Acceleration without First- and Second-Order Gradient Lipschitzcited by 4
- 2023Learning Rate Free Sampling in Constrained Domainscited by 3
- 2026Quantitative Local Convergence of Mean-Field Stein Variational Gradient Flowcited by 1
- 2026Quantitative Local Convergence of Mean-Field Stein Variational Gradient Flow10 May 2026
- 2023Rethinking SIGN Training: Provable Nonconvex Acceleration without First- and Second-Order Gradient Lipschitz23 Oct 2023
- 2023Towards a Better Theoretical Understanding of Independent Subnetwork Training28 Jun 2023
- 2023Learning Rate Free Sampling in Constrained Domains24 May 2023