# Radon--Wasserstein Gradient Flows for Interacting-Particle Sampling in High Dimensions

arXiv: https://arxiv.org/abs/2602.05227 · HTML: https://mlsanity.com/paper/2602.05227/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 31 of its 74 references that are in the map.
- First posted on arXiv 5 Feb 2026.

## Builds on (most cited first, 30 of 31)

- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [Stein Variational Gradient Descent: A General Purpose Bayesian Inference Algorithm](https://mlsanity.com/paper/1608.04471/) (2016)
- [A Kernelized Stein Discrepancy for Goodness-of-fit Tests and Model Evaluation](https://mlsanity.com/paper/1602.03253/) (2016)
- [Advances in Variational Inference](https://mlsanity.com/paper/1711.05597/) (2017)
- [Stein Variational Gradient Descent as Gradient Flow](https://mlsanity.com/paper/1704.07520/) (2017)
- [Sampling as optimization in the space of measures: The Langevin dynamics as a composite optimization problem](https://mlsanity.com/paper/1802.08089/) (2018)
- [Interacting particle solutions of Fokker-Planck equations through gradient-log-density estimation](https://mlsanity.com/paper/2006.00702/) (2020)
- [Variational inference via Wasserstein gradient flows](https://mlsanity.com/paper/2205.15902/) (2022)
- [On the geometry of Stein variational gradient descent](https://mlsanity.com/paper/1912.00894/) (2019)
- [A Non-Asymptotic Analysis for Stein Variational Gradient Descent](https://mlsanity.com/paper/2006.09797/) (2020)
- [Probability flow solution of the Fokker-Planck equation](https://mlsanity.com/paper/2206.04642/) (2022)
- [Accelerating Langevin Sampling with Birth-death](https://mlsanity.com/paper/1905.09863/) (2019)
- [Scaling limit of the Stein variational gradient descent: the mean field regime](https://mlsanity.com/paper/1805.04035/) (2018)
- [Challenges and Opportunities in High-dimensional Variational Inference](https://mlsanity.com/paper/2103.01085/) (2021)
- [Projected Stein Variational Gradient Descent](https://mlsanity.com/paper/2002.03469/) (2020)
- [Projected Wasserstein gradient descent for high-dimensional Bayesian inference](https://mlsanity.com/paper/2102.06350/) (2021)
- [Sliced Kernelized Stein Discrepancy](https://mlsanity.com/paper/2006.16531/) (2020)
- [A Survey of Monte Carlo Methods for Parameter Estimation](https://mlsanity.com/paper/2107.11820/) (2021)
- [A Finite-Particle Convergence Rate for Stein Variational Gradient Descent](https://mlsanity.com/paper/2211.09721/) (2022)
- [Algorithms for mean-field variational inference via polyhedral optimization in the Wasserstein space](https://mlsanity.com/paper/2312.02849/) (2023)
- [Regularized Stein Variational Gradient Flow](https://mlsanity.com/paper/2211.07861/) (2022)
- [Self-Consistency of the Fokker-Planck Equation](https://mlsanity.com/paper/2206.00860/) (2022)
- [On the Convergence of Coordinate Ascent Variational Inference](https://mlsanity.com/paper/2306.01122/) (2023)
- [Gradient Flows for Sampling: Mean-Field Models, Gaussian Approximations and Affine Invariance](https://mlsanity.com/paper/2302.11024/) (2023)
- [Stein Variational Gradient Descent as Moment Matching](https://mlsanity.com/paper/1810.11693/) (2018)
- [Stein Variational Gradient Descent: many-particle and long-time asymptotics](https://mlsanity.com/paper/2102.12956/) (2021)
- [Deep learning probability flows and entropy production rates in active matter](https://mlsanity.com/paper/2309.12991/) (2023)
- [Convergence of coordinate ascent variational inference for log-concave measures via optimal transport](https://mlsanity.com/paper/2404.08792/) (2024)
- [Improved Finite-Particle Convergence Rates for Stein Variational Gradient Descent](https://mlsanity.com/paper/2409.08469/) (2024)
- [Grassmann Stein Variational Gradient Descent](https://mlsanity.com/paper/2202.03297/) (2022)

## Built on by (most cited first, 1 of 1)

- [Barron Optimal Transport I: Generative Modeling](https://mlsanity.com/paper/2610.10875/) (2026)

## Abstract (arXiv)

Gradient flows of the Kullback--Leibler (KL) divergence, such as the Fokker--Planck equation and Stein Variational Gradient Descent, evolve a distribution toward a target density known only up to a normalizing constant. We introduce new gradient flows of the KL divergence with a remarkable combination of properties: they admit accurate interacting-particle approximations in high dimensions, and the per-step cost scales linearly in both the number of particles and the dimension. These gradient flows are based on new transportation-based Riemannian geometries on the space of probability measures: the Radon--Wasserstein geometry and the related Regularized Radon--Wasserstein (RRW) geometry. We define these geometries using the Radon transform so that the gradient-flow velocities depend only on one-dimensional projections. This yields interacting-particle-based algorithms whose per-step cost follows from efficient Fast Fourier Transform-based evaluation of the required 1D convolutions. We additionally provide numerical experiments that study the performance of the proposed algorithms and compare convergence behavior and quantization. Finally, we prove some theoretical results including well-posedness of the flows and long-time convergence guarantees for the RRW flow.
