Recently, through a unified gradient flow perspective of Markov chain Monte Carlo (MCMC) and variational inference (VI), particle-based variational inference methods (ParVIs) have been proposed that tend to combine the best of both worlds. While typical ParVIs such as Stein Variational Gradient Descent (SVGD) approximate the gradient flow within a reproducing kernel Hilbert space (RKHS), many attempts have been made recently to replace RKHS with more expressive function spaces, such as neural networks. While successful, these methods are mainly designed for sampling from unconstrained domains. In this paper, we offer a general solution to constrained sampling by introducing a boundary condition for the gradient flow which would confine the particles within the specific domain. This allows us to propose a new functional gradient ParVI method for constrained sampling, called constrained functional gradient flow (CFG), with provable continuous-time convergence in total variation (TV). We also present novel numerical strategies to handle the boundary integral term arising from the domain constraints. Our theory and experiments demonstrate the effectiveness of the proposed framework.

本研究解决了在约束域中进行采样的难题，提出了一种新的功能梯度变分推断方法，称为约束功能梯度流（CFG），并为其引入了梯度流的边界条件。通过理论分析和实验验证，展示了该方法在总变差下具有可证明的连续时间收敛性，提供了一种有效的处理约束域采样的框架。

约束采样的功能梯度流