This thesis investigates the integration of Stein Variational Gradient Descent (SVGD) with Joint Energy Models (JEMs), comparing its performance to Stochastic Gradient Langevin Dynamics (SGLD). We incorporated a generative loss term with an entropy component to enhance diversity and a smoothing factor to mitigate numerical instability issues commonly associated with the energy function in energy-based models. Experiments on the CIFAR-10 dataset demonstrate that SGLD, particularly with Sharpness-Aware Minimization (SAM), outperforms SVGD in classification accuracy. However, SVGD without SAM, despite its lower classification accuracy, exhibits lower calibration error underscoring its potential for developing well-calibrated classifiers required in safety-critical applications. Our results emphasize the importance of adaptive tuning of the SVGD smoothing factor ($alpha$) to balance generative and classification objectives. This thesis highlights the trade-offs between computational cost and performance, with SVGD demanding significant resources. Our findings stress the need for adaptive scaling and robust optimization techniques to enhance the stability and efficacy of JEMs. This thesis lays the groundwork for exploring more efficient and robust sampling techniques within the JEM framework, offering insights into the integration of SVGD with JEMs. / Master of Science / This thesis explores advanced techniques for improving machine learning models with a focus on developing well-calibrated and robust classifiers. We concentrated on two methods, Stein Variational Gradient Descent (SVGD) and Stochastic Gradient Langevin Dynamics (SGLD), to evaluate their effectiveness in enhancing classification accuracy and reliability. Our research introduced a new mathematical approach to improve the stability and performance of Joint Energy Models (JEMs). By leveraging the generative capabilities of SVGD, the model is guided to learn better data representations, which are crucial for robust classification. Using the CIFAR-10 image dataset, we confirmed prior research indicating that SGLD, particularly when combined with an optimization method called Sharpness-Aware Minimization (SAM), delivered the best results in terms of accuracy and stability. Notably, SVGD without SAM, despite yielding slightly lower classification accuracy, exhibited significantly lower calibration error, making it particularly valuable for safety-critical applications. However, SVGD required careful tuning of hyperparameters and substantial computational resources. This study lays the groundwork for future efforts to enhance the efficiency and reliability of these advanced sampling techniques, with the overarching goal of improving classifier calibration and robustness with JEMs.