Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
Stein's method compares probability distributions through the study of a class of linear
operators called Stein operators. While mainly studied in probability and used to underpin …

Prolificdreamer: High-fidelity and diverse text-to-3d generation with variational score distillation

Z Wang, C Lu, Y Wang, F Bao, C Li… - Advances in Neural …, 2024 - proceedings.neurips.cc
Score distillation sampling (SDS) has shown great promise in text-to-3D generation by
distilling pretrained large-scale text-to-image diffusion models, but suffers from over …

A survey of feedback particle filter and related controlled interacting particle systems (CIPS)

A Taghvaei, PG Mehta - Annual Reviews in Control, 2023 - Elsevier
In this survey, we describe controlled interacting particle systems (CIPS) to approximate the
solution of the optimal filtering and the optimal control problems. Part I of the survey is …

Repulsive deep ensembles are bayesian

F D'Angelo, V Fortuin - Advances in Neural Information …, 2021 - proceedings.neurips.cc
Deep ensembles have recently gained popularity in the deep learning community for their
conceptual simplicity and efficiency. However, maintaining functional diversity between …

Curriculum reinforcement learning via constrained optimal transport

P Klink, H Yang, C D'Eramo, J Peters… - International …, 2022 - proceedings.mlr.press
Curriculum reinforcement learning (CRL) allows solving complex tasks by generating a
tailored sequence of learning tasks, starting from easy ones and subsequently increasing …

On the geometry of Stein variational gradient descent

A Duncan, N Nüsken, L Szpruch - Journal of Machine Learning Research, 2023 - jmlr.org
Bayesian inference problems require sampling or approximating high-dimensional
probability distributions. The focus of this paper is on the recently introduced Stein …

Path integral sampler: a stochastic control approach for sampling

Q Zhang, Y Chen - arXiv preprint arXiv:2111.15141, 2021 - arxiv.org
We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from
unnormalized probability density functions. The PIS is built on the Schr\" odinger bridge …

Annealed flow transport monte carlo

M Arbel, A Matthews, A Doucet - … Conference on Machine …, 2021 - proceedings.mlr.press
Abstract Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC)
extensions are state-of-the-art methods for estimating normalizing constants of probability …

Transport meets variational inference: Controlled monte carlo diffusions

N Nusken, F Vargas, S Padhy… - The Twelfth International …, 2024 - kclpure.kcl.ac.uk
Connecting optimal transport and variational inference, we present a principled and
systematic framework for sampling and generative modelling centred around divergences …

SVGD as a kernelized Wasserstein gradient flow of the chi-squared divergence

S Chewi, T Le Gouic, C Lu… - Advances in Neural …, 2020 - proceedings.neurips.cc
Abstract Stein Variational Gradient Descent (SVGD), a popular sampling algorithm, is often
described as the kernelized gradient flow for the Kullback-Leibler divergence in the …