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title software abstract layout series publisher issn id month tex_title firstpage lastpage page order cycles bibtex_author author date address container-title volume genre issued pdf extras
Score Operator Newton transport
We propose a new approach for sampling and Bayesian computation that uses the score of the target distribution to construct a transport from a given reference distribution to the target. Our approach is an infinite-dimensional Newton method, involving an elliptic PDE, for finding a zero of a “score-residual” operator. We prove sufficient conditions for convergence to a valid transport map. Our Newton iterates can be computed by exploiting fast solvers for elliptic PDEs, resulting in new algorithms for Bayesian inference and other sampling tasks. We identify elementary settings where score-operator Newton transport achieves fast convergence while avoiding mode collapse.
inproceedings
Proceedings of Machine Learning Research
PMLR
2640-3498
chandramoorthy24a
0
Score Operator {N}ewton transport
3349
3357
3349-3357
3349
false
Chandramoorthy, Nisha and T Schaefer, Florian and M Marzouk, Youssef
given family
Nisha
Chandramoorthy
given family
Florian
T Schaefer
given family
Youssef
M Marzouk
2024-04-18
Proceedings of The 27th International Conference on Artificial Intelligence and Statistics
238
inproceedings
date-parts
2024
4
18