Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: DPVI: A Dynamic-Weight Particle-Based Variational Inference Framework   The recently developed Particle-based Variational Inference (ParVI) methods
drive the empirical distribution of a set of \emph{fixed-weight} particles
towards a given target distribution $\pi$ by iteratively updating particles'
positions. However, the fixed weight restriction greatly confines the empirical
distribution's approximation ability, especially when the particle number is
limited. In this paper, we propose to dynamically adjust particles' weights
according to a Fisher-Rao reaction flow. We develop a general Dynamic-weight
Particle-based Variational Inference (DPVI) framework according to a novel
continuous composite flow, which evolves the positions and weights of particles
simultaneously. We show that the mean-field limit of our composite flow is
actually a Wasserstein-Fisher-Rao gradient flow of certain dissimilarity
functional $\mathcal{F}$, which leads to a faster decrease of $\mathcal{F}$
than the Wasserstein gradient flow underlying existing fixed-weight ParVIs. By
using different finite-particle approximations in our general framework, we
derive several efficient DPVI algorithms. The empirical results demonstrate the
superiority of our derived DPVI algorithms over their fixed-weight
counterparts.

30
The categories of this paper are: q-alg
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
37
The categories of this paper are: supr-con
22
The categories of this paper are: chao-dyn
25
The categories of this paper are: patt-sol
27
The categories of this paper are: comp-gas
15
The categories of this paper are: nucl-ex
33
The categories of this paper are: plasm-ph
10
The categories of this paper are: q-bio
16
The categories of this paper are: stat
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The categories of this paper are: adap-org
2
The categories of this paper are: math
24
The categories of this paper are: dg-ga