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Stein Neural Sampler
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We propose two novel samplers to generate high-quality samples from a given (un-normalized) probability density. Motivated by the success of generative adversarial networks, we construct our samplers using deep neural networks that transform a reference distribution to the target distribution. Training schemes are developed to minimize two variations of the Stein discrepancy, which is designed to work with un-normalized densities. Once trained, our samplers are able to generate samples instantaneously. We show that the proposed methods are theoretically sound and experience fewer convergence issues compared with traditional sampling approaches according to our empirical studies.
Forward citations
Cited by 2 Pith papers
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On the Statistical Capacity of Deep Generative Models
Push-forwards of Gaussian or log-concave latent variables through Lipschitz neural networks are always sub-Gaussian or sub-exponential, so common deep generative models cannot generate heavy-tailed distributions.
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Path-Guided Particle-based Sampling
PGPS trains a neural velocity field to transport particles along a log-weighted shrinkage density path, giving a Wasserstein error bound of O(delta) + O(sqrt(h)) and improved mode seeking in Bayesian inference.
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