Projected Stein Variational Newton: A Fast and
Scalable Bayesian Inference Method
in High Dimensions
Peng Chen, Keyi Wu, Joshua Chen, Thomas O’Leary-Roseberry, Omar Ghattas
Oden Institute for Computational Engineering and Sciences
The University of Texas at Austin
Austin, TX 78712.
{peng, keyi, joshua, tom, omar}@oden.utexas.edu
Abstract
We propose a projected Stein variational Newton (pSVN) meth ...


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