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Low-Discrepancy Points via Energetic Variational Inference
[article]
2021
arXiv
pre-print
In this paper, we propose a deterministic variational inference approach and generate low-discrepancy points by minimizing the kernel discrepancy, also known as the Maximum Mean Discrepancy or MMD. Based on the general energetic variational inference framework by Wang et. al. (2021), minimizing the kernel discrepancy is transformed to solving a dynamic ODE system via the explicit Euler scheme. We name the resulting algorithm EVI-MMD and demonstrate it through examples in which the target
arXiv:2111.10722v1
fatcat:atipxgtnone5zfujdieqkeb2am