4 citations · 9 across the 16 of their papers we have counts for
5 papers · 1 filter
Learning Latent Variable Models via Jarzynski-adjusted Langevin Algorithm
James Cuin, Davide Carbone, O. Deniz Akyildiz
We utilise a sampler originating from nonequilibrium statistical mechanics, termed here Jarzynski-adjusted Langevin algorithm (JALA), to build statistical estimation methods in lat…
Statistical Finite Elements via Interacting Particle Langevin Dynamics
Alex Glyn-Davies, Connor Duffin, Ieva Kazlauskaite +2
In this paper, we develop a class of interacting particle Langevin algorithms to solve inverse problems for partial differential equations (PDEs). In particular, we leverage the st…
Kinetic Interacting Particle Langevin Monte Carlo
Paul Felix Valsecchi Oliva, O. Deniz Akyildiz
This paper introduces and analyses interacting underdamped Langevin algorithms, termed Kinetic Interacting Particle Langevin Monte Carlo (KIPLMC) methods, for statistical inference…
A Multiscale Perspective on Maximum Marginal Likelihood Estimation
O. Deniz Akyildiz, Michela Ottobre, Iain Souttar
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood e…
Adaptively Optimised Adaptive Importance Samplers
Carlos A. C. C. Perello, Ömer Deniz Akyildiz
We introduce a new class of adaptive importance samplers leveraging adaptive optimisation tools, which we term AdaOAIS. We build on Optimised Adaptive Importance Samplers (OAIS), a…