Riesz-Kernel Stein Variational Gradient Descent: Renormalized Entropy and Long-Time Particle Limits

Abstract

Stein variational gradient descent (SVGD) transports interacting particles toward a target distribution through deterministic kernelized dynamics. Singular Riesz kernels are attractive because they can provide quantitative population-level convergence, but at the finite-particle level the corresponding Stein energy has infinite self-interaction. We study periodic Riesz SVGD with self-interaction removed and prove a many-particle, long-time sampling theorem. Throughout the range in which the singular Stein energy is locally integrable, under a uniform bound on the initial relative entropy per particle, the time-averaged empirical-measure law converges weakly to the point mass \(\delta_\pi\) at the target as the particle number and any diverging averaging horizon tend to infinity. We also show that the empirical-measure laws induced by invariant particle laws of finite relative entropy converge weakly to \(\delta_\pi\), without a uniform entropy bound. Below the logarithmic singularity threshold, we obtain an explicit algebraic finite-particle error bound. These results extend the joint-entropy approach for smooth-kernel SVGD to singular interactions.