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Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the Hessian and Fisher information matrix, to incorporate geometric information into SVGD updates. We achieve this by presenting a generalization of SVGD that replaces the scalar-valued kernels in vanilla SVGD with more general matrix-valued kernels. This yields a significant extension of SVGD, and more importantly, allows us to flexibly incorporate various preconditioning matrices to accelerate the exploration in the probability landscape. Empirical results show that our method outperforms vanilla SVGD and a variety of baseline approaches over a range of real-world Bayesian inference tasks.more » « less
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Abstract We combine theoretical results from polytope domain meshing, generalized barycentric coordinates, and finite element exterior calculus to construct scalar- and vector-valued basis functions for conforming finite element methods on generic convex polytope meshes in dimensions 2 and 3. Our construction recovers well-known bases for the lowest order Nédélec, Raviart–Thomas, and Brezzi–Douglas–Marini elements on simplicial meshes and generalizes the notion of Whitney forms to non-simplicial convex polygons and polyhedra. We show that our basis functions lie in the correct function space with regards to global continuity and that they reproduce the requisite polynomial differential forms described by finite element exterior calculus. We present a method to count the number of basis functions required to ensure these two key properties.more » « less
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