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cs.LG2023
Momentum Particle Maximum Likelihood
Jen Ning Lim, Juan Kuntz, Samuel Power +1
Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability d…
math.PR2023★ 1 cited
A calculus for Markov chain Monte Carlo: studying approximations in algorithms
Rocco Caprio, Adam M. Johansen
Markov chain Monte Carlo (MCMC) algorithms are based on the construction of a Markov chain with transition probabilities leaving invariant a probability distribution of interest. I…
stat.CO2023
Properties of Marginal Sequential Monte Carlo Methods
Francesca R. Crucinio, Adam M. Johansen
We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 20…