Multirate SVGD improves robustness and efficiency over standard SVGD by updating attraction and repulsion on independent time scales, with strongest gains on hierarchical and multimodal targets.
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Multirate Stein Variational Gradient Descent for Efficient Bayesian Sampling
Multirate SVGD improves robustness and efficiency over standard SVGD by updating attraction and repulsion on independent time scales, with strongest gains on hierarchical and multimodal targets.