13 papers
Properties and limitations of geometric tempering for gradient flow dynamics
Francesca Romana Crucinio, Sahani Pathiraja
We consider the problem of sampling from a probability distribution . It is well known that this can be written as an optimisation problem over the space of probability distribu…
An operator splitting analysis of Wasserstein--Fisher--Rao gradient flows
Francesca Romana Crucinio, Sahani Pathiraja
Wasserstein-Fisher-Rao (WFR) gradient flows have been recently proposed as a powerful sampling tool that combines the advantages of pure Wasserstein (W) and pure Fisher-Rao (FR) gr…
A note on the unique properties of the Kullback--Leibler divergence for sampling via gradient flows
Francesca Romana Crucinio
We consider the problem of sampling from a probability distribution which admits a density w.r.t. a dominating measure. It is well known that this can be written as an optimisa…
Sequential Monte Carlo approximations of Wasserstein--Fisher--Rao gradient flows
Francesca R. Crucinio, Sahani Pathiraja
We consider the problem of sampling from a probability distribution . It is well known that this can be written as an optimisation problem over the space of probability distribu…
A mirror descent approach to maximum likelihood estimation in latent variable models
Francesca R. Crucinio
We introduce an approach based on mirror descent and sequential Monte Carlo (SMC) to perform joint parameter inference and posterior estimation in latent variable models. This appr…
Solving Fredholm Integral Equations of the Second Kind via Wasserstein Gradient Flows
Francesca R. Crucinio, Adam M. Johansen
Motivated by a recent method for approximate solution of Fredholm equations of the first kind, we develop a corresponding method for a class of Fredholm equations of the \emph{seco…