362 citations · 470 across the 35 of their papers we have counts for
4 papers · 1 filter
Efficient Online Learning in Interacting Particle Systems
Louis Sharrock, Nikolas Kantas, Grigorios A. Pavliotis
We introduce a new method for online parameter estimation in stochastic interacting particle systems, based on continuous observation of a small number of particles from the system…
Mixing Time Bounds for the Gibbs Sampler under Isoperimetry
Alexander Goyal, George Deligiannidis, Nikolas Kantas
We establish bounds on the conductance for the systematic-scan and random-scan Gibbs samplers when the target distribution satisfies a Poincaré or log-Sobolev inequality and posses…
Parameter Estimation for the McKean-Vlasov Stochastic Differential Equation
Louis Sharrock, Nikolas Kantas, Panos Parpas +1
We consider the problem of parameter estimation for a stochastic McKean-Vlasov equation, and the associated system of weakly interacting particles. We study two cases: one in which…
Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
Thomas A. Dean, Sumeetpal S. Singh, Ajay Jasra +1
Approximate Bayesian computation (ABC) is a popular technique for approximating likelihoods and is often used in parameter estimation when the likelihood functions are analytically…