Relative Entropy Gradient Sampler for Unnormalized Distribution-Reference-Cited by-同舟云学术

Relative Entropy Gradient Sampler for Unnormalized Distribution

Author:

Feng Xingdong¹,Gao Yuan²^ORCID,Huang Jian²,Jiao Yuling³⁴,Liu Xu¹⁵^ORCID

Affiliation:

1. School of Statistics and Management, Shanghai University of Finance and Economics, Shanghai, China

2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong SAR, China

3. School of Mathematics and Statistics, Wuhan University, Wuhan, China

4. Hubei Key Laboratory of Computational Science, Wuhan University, Wuhan, China

5. Yunnan Key Laboratory of Statistical Modeling and Data Analysis, Yunnan University, Kunming, China

Funder

National Natural Science Foundation of China

Shanghai Science and Technology Development Funds

The Hong Kong Polytechnic University

Fundamental Research Funds for the Central Universities

KLATASDSMOE of China

Program for Innovative Research Team of SUFE

Open Research Fund of Yunnan Key Laboratory of Statistical Modeling and Data Analysis, Yunnan University

Publisher

Informa UK Limited

Link

Reference41 articles.

1. Ambrosio, L., Gigli, N., and Savaré, G. (2008), Gradient Flows: in Metric Spaces and in the Space of Probability Measures, Basel: Springer.

2. Beal M. J. (2003). Variational Algorithms for Approximate Bayesian Inference. PhD thesis University College London.