Anchored Stein Variational Gradient Descent Algorithm for Non-smooth Sampling
arXiv:2610.36018v1 Announce Type: new Abstract: We introduce a Stein variational framework for sampling from a target density $p\propto e^{-U}$ when the target potential $U$ is possibly non-smooth. The key idea is to introduce a smoother reference potential $U_0$ and the anchor weight $a=e^{U-U_0}$…
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- 2026-10-28 04:00 · arXiv stat.ML
Anchored Stein Variational Gradient Descent Algorithm for Non-smooth Sampling