71 citations · 276 across the 43 of their papers we have counts for
3 papers · 1 filter
Diffusion Schrödinger Bridges for Bayesian Computation
Jeremy Heng, Valentin De Bortoli, Arnaud Doucet
Denoising diffusion models are a novel class of generative models that have recently become extremely popular in machine learning. In this paper, we describe how such ideas can als…
Simulating Diffusion Bridges with Score Matching
Jeremy Heng, Valentin De Bortoli, Arnaud Doucet +1
We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffu…
Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation
Valentin De Bortoli, Alain Durmus, Marcelo Pereyra +1
Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in p…