Further analysis of multilevel Stein variational gradient descent with an application to the Bayesian inference of glacier ice models

no code implementations • 6 Dec 2022 • Terrence Alsup, Tucker Hartland, Benjamin Peherstorfer, Noemi Petra

Multilevel Stein variational gradient descent is a method for particle-based variational inference that leverages hierarchies of surrogate target distributions with varying costs and fidelity to computationally speed up inference.

Bayesian Inference Variational Inference