3 papers
stat.ME2026
Recursive Maximum Likelihood Estimation for Interacting Particle Systems using Virtual Particles
Louis Sharrock, Nikolas Kantas, Grigorios A. Pavliotis
We study recursive maximum likelihood estimation for stochastic interacting particle systems based on continuous observation of a single particle. In this regime, consistent estima…
cs.LG2024
Learning-Rate-Free Stochastic Optimization over Riemannian Manifolds
Daniel Dodd, Louis Sharrock, Christopher Nemeth
In recent years, interest in gradient-based optimization over Riemannian manifolds has surged. However, a significant challenge lies in the reliance on hyperparameters, especially…
math.OC2022
Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models
Louis Sharrock
We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time…