31,206 research outputs found
A Stein variational Newton method
Stein variational gradient descent (SVGD) was recently proposed as a general
purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]:
it minimizes the Kullback-Leibler divergence between the target distribution
and its approximation by implementing a form of functional gradient descent on
a reproducing kernel Hilbert space. In this paper, we accelerate and generalize
the SVGD algorithm by including second-order information, thereby approximating
a Newton-like iteration in function space. We also show how second-order
information can lead to more effective choices of kernel. We observe
significant computational gains over the original SVGD algorithm in multiple
test cases.Comment: 18 pages, 7 figure
A semismooth newton method for the nearest Euclidean distance matrix problem
The Nearest Euclidean distance matrix problem (NEDM) is a fundamentalcomputational problem in applications such asmultidimensional scaling and molecularconformation from nuclear magnetic resonance data in computational chemistry.Especially in the latter application, the problem is often large scale with the number ofatoms ranging from a few hundreds to a few thousands.In this paper, we introduce asemismooth Newton method that solves the dual problem of (NEDM). We prove that themethod is quadratically convergent.We then present an application of the Newton method to NEDM with -weights.We demonstrate the superior performance of the Newton method over existing methodsincluding the latest quadratic semi-definite programming solver.This research also opens a new avenue towards efficient solution methods for the molecularembedding problem
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