Kernel Stein Discrepancy Descent
Anna Korba 1 Pierre-Cyril Aubin-Frankowski 2 Szymon Majewski 3 Pierre Ablin 4
Abstract by Simon-Gabriel (2018), classical dissimilarities include
Among dissimilarities between probability distri- f -divergences such as the KL (Kullback-Leibler) or the χ2
butions, the Kernel Stein Discrepancy (KSD) has (Chi-squared), the Wasserstein distances in Optimal Trans-
received much interest recently. We investi ...
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