Stein-Variational-Gradient-Descent
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dilinwang820
code for the paper "Stein Variational Gradient Descent (SVGD): A General Purpose Bayesian Inference Algorithm"
Recreation of the python code in R--tested for some base cases.
Hi @dilinwang820 Would you be able to share the code for a one-dimensional Gaussian mixture model that generates a similar result to what is depicted in the gif within the...
It seems that derivative in the MVN normal example should be ```python return -1*np.matmul(theta-nm.repmat(self.mu, theta.shape[0], 1), np.linalg.inv(self.A)) ``` which yields the estimate ``` ground truth: [-0.6871 0.801 ] svgd: [-0.68918377...
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code for the paper "Stein Variational Gradient Descent (SVGD): A General Purpose Bayesian Inference Algorithm"