A Note on the Convergence of Mirrored Stein Variational Gradient Descent under Smoothness Condition

Abstract
In this note, we establish a descent lemma for the population limit Mirrored Stein Variational Gradient Method~(MSVGD). This descent lemma does not rely on the path information of MSVGD but rather on a simple assumption for the mirrored distribution . Our analysis demonstrates that MSVGD can be applied to a broader class of constrained sampling problems with non-smooth . We also investigate the complexity of the population limit MSVGD in terms of dimension .
View on arXivComments on this paper