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A Note on the Convergence of Mirrored Stein Variational Gradient Descent under $(L_0,L_1)-$Smoothness Condition
- Publication Year :
- 2022
-
Abstract
- 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 $\nabla\Psi_{\#}\pi\propto\exp(-V)$. 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 $d$.<br />Comment: first draft and will be modified
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2206.09709
- Document Type :
- Working Paper