{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/projected-wasserstein-gradient-descent-for","title":"Projected Wasserstein gradient descent for high-dimensional Bayesian inference","arxiv_id":"2102.06350","date":"2021-02-12","proceeding":null,"authors":["Yifei Wang","Peng Chen","Wuchen Li"],"abstract":"We propose a projected Wasserstein gradient descent method (pWGD) for high-dimensional Bayesian inference problems. The underlying density function of a particle system of WGD is approximated by kernel density estimation (KDE), which faces the long-standing curse of dimensionality. We overcome this challenge by exploiting the intrinsic low-rank structure in the difference between the posterior and prior distributions. The parameters are projected into a low-dimensional subspace to alleviate the approximation error of KDE in high dimensions. We formulate a projected Wasserstein gradient flow and analyze its convergence property under mild assumptions. Several numerical experiments illustrate the accuracy, convergence, and complexity scalability of pWGD with respect to parameter dimension, sample size, and processor cores.","url_abs":"https://arxiv.org/abs/2102.06350v2","url_pdf":"https://arxiv.org/pdf/2102.06350v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"projected-wasserstein-gradient-descent-for","repo_url":"https://github.com/cpempire/pWGD","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"unanswered"}}],"tasks":[{"task_slug":"bayesian-inference","task_name":"Bayesian Inference"},{"task_slug":"density-estimation","task_name":"Density Estimation"},{"task_slug":"high","task_name":"Vocal Bursts Intensity Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2102.06350","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}