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Reading Group "Stein Variational Gradient Descent"

We will try to understand SVGD by reading a series of papers.

Tabs

The goal of this reading group will be to understand recent ideas of Monte Carlo sampling connected to "Stein Variational Gradient Descent" and Langevin samplers.

First meeting: Oct 9, 11am, room 04.363 (math building).

Second meeting: Oct 23, 11am, via Zoom:
https://fau.zoom.us/j/94506155687?pwd=RzhlYk5PYzN0NUN2ZFcvc1VBczdZZz09
Meeting ID: 945 0615 5687
Passcode: 967529

Third meeting: Nov 5, 9am, via Zoom:
https://fau.zoom.us/j/94506155687?pwd=RzhlYk5PYzN0NUN2ZFcvc1VBczdZZz09
Meeting ID: 945 0615 5687
Passcode: 967529

Fourth meeting: Nov 19, 9am, via Zoom:
https://fau.zoom.us/j/94506155687?pwd=RzhlYk5PYzN0NUN2ZFcvc1VBczdZZz09
Meeting ID: 945 0615 5687
Passcode: 967529

Content

Weblink
A nice intro for information theory, entropy, KL divergence etc.
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pdf   1.1 MB   5. Dec 2020, 22:03  
File
pdf   157.1 KB   23. Oct 2020, 13:52  
Weblink