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Feb, 2020
投影式斯坦变分梯度下降
Projected Stein Variational Gradient Descent
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Peng Chen, Omar Ghattas
TL;DR
该研究提出一种基于投影斯坦变分梯度下降（pSVGD）方法，通过利用参数投影的低维系数，克服了贝叶斯推断中维度灾难的长期挑战，并在参数维度范围从数百到数万个的实验中证明了其准确性和效率。
Abstract
The curse of
dimensionality
is a critical challenge in
bayesian inference
for high dimensional parameters. In this work, we address this challenge by developing a
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