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Accelerating Particle-based Energetic Variational Inference

4 April 2025
Xuelian Bao
Lulu Kang
Chun Liu
Yiwei Wang
    BDL
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Abstract

In this work, we propose a novel particle-based variational inference (ParVI) method that accelerates the EVI-Im. Inspired by energy quadratization (EQ) and operator splitting techniques for gradient flows, our approach efficiently drives particles towards the target distribution. Unlike EVI-Im, which employs the implicit Euler method to solve variational-preserving particle dynamics for minimizing the KL divergence, derived using a "discretize-then-variational" approach, the proposed algorithm avoids repeated evaluation of inter-particle interaction terms, significantly reducing computational cost. The framework is also extensible to other gradient-based sampling techniques. Through several numerical experiments, we demonstrate that our method outperforms existing ParVI approaches in efficiency, robustness, and accuracy.

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@article{bao2025_2504.03158,
  title={ Accelerating Particle-based Energetic Variational Inference },
  author={ Xuelian Bao and Lulu Kang and Chun Liu and Yiwei Wang },
  journal={arXiv preprint arXiv:2504.03158},
  year={ 2025 }
}
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