most citedMaximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part I: Methodology and Experiments

5 citations · 12 across the 3 of their papers we have counts for

collaborators
Showing stat.COShow all

1 paper · 1 filter

stat.CO2019★ 3 cited

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…