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Research map / Probabilistic and scientific modeling / Variational and generative sampling

Random Feature Stein Discrepancies

NeurIPS 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 22 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace quadratic-time KSD with RPhiSD (M=10 features)Stein discrepancy · Compute time, D=10, N 500-5000runtimeHelped
Replace quadratic-time IMQ KSD with RPhiSD for step-size selectionSGLD hyperparameter selection · Bimodal GMM posterior, N=1000selected step sizeNo clear effect
Use L1 IMQ instead of L2 SechExpRPhiSD · Importance-sample efficiencyM needed for small varianceHelped
Use L1 IMQ RPhiSD instead of FSSD and RFF testsgoodness-of-fit testing · Gaussian vs Laplace / t / RBMtest powerHelped
Use L2 SechExp RPhiSD instead of FSSD/RFFgoodness-of-fit testing · Gaussian null alternativestest powerNo clear effect
Use L1 IMQ RPhiSD in place of quadratic-time KSDgoodness-of-fit testing · Gaussian and RBM alternativestest powerNo clear effect
Use r=1 (L1) instead of r=2 feature norm (ablation)RPhiSD · importance sample complexityrequired MHelped

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