2 citations · 2 across the 1 of their papers we have counts for
5 papers
VarGrad: A Low-Variance Gradient Estimator for Variational Inference
Lorenz Richter, Ayman Boustati, Nikolas Nüsken +2
We analyse the properties of an unbiased gradient estimator of the ELBO for variational inference, based on the score function method with leave-one-out control variates. We show t…
Generalized Bayesian Filtering via Sequential Monte Carlo
Ayman Boustati, Ömer Deniz Akyildiz, Theodoros Damoulas +1
We introduce a framework for inference in general state-space hidden Markov models (HMMs) under likelihood misspecification. In particular, we leverage the loss-theoretic perspecti…
Convergence rates for optimised adaptive importance samplers
Ömer Deniz Akyildiz, Joaquín Míguez
Adaptive importance samplers are adaptive Monte Carlo algorithms to estimate expectations with respect to some target distribution which \textit{adapt} themselves to obtain better…
A probabilistic incremental proximal gradient method
Ömer Deniz Akyildiz, Émilie Chouzenoux, Víctor Elvira +1
In this paper, we propose a probabilistic optimization method, named probabilistic incremental proximal gradient (PIPG) method, by developing a probabilistic interpretation of the…
The Incremental Proximal Method: A Probabilistic Perspective
Ömer Deniz Akyildiz, Victor Elvira, Joaquin Miguez
In this work, we highlight a connection between the incremental proximal method and stochastic filters. We begin by showing that the proximal operators coincide, and hence can be r…