10 citations · 34 across the 17 of their papers we have counts for
4 papers · 1 filter
Markov chain Monte Carlo for predictively oriented posteriors
Yann McLatchie, Louis Sharrock, David T. Frazier +1
The predictively oriented posterior offers principled uncertainty quantification, even under model misspecification. However, it does not admit an explicit density and therefore ca…
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…
Tuning-Free Sampling via Optimization on the Space of Probability Measures
Louis Sharrock, Christopher Nemeth
We introduce adaptive, tuning-free step size schedules for gradient-based sampling algorithms obtained as time-discretizations of Wasserstein gradient flows. The result is a suite…
Markovian Flow Matching: Accelerating MCMC with Continuous Normalizing Flows
Alberto Cabezas, Louis Sharrock, Christopher Nemeth
Continuous normalizing flows (CNFs) learn the probability path between a reference distribution and a target distribution by modeling the vector field generating said path using ne…