4 citations · 10 across the 17 of their papers we have counts for
3 papers · 2 filters
Particle-based Generalised Stochastic Optimisation
Jiechen Jackie Zhang, O. Deniz Akyildiz
We develop a class of general diffusion-based stochastic particle optimisation methods for loss functions with intractable gradients. Specifically, we consider problems in which th…
Momentum SVGD-EM for Accelerated Maximum Marginal Likelihood Estimation
Adam Rozzio, Rafael Athanasiades, O. Deniz Akyildiz
Maximum marginal likelihood estimation (MMLE) can be formulated as the optimization of a free energy functional. From this viewpoint, the Expectation-Maximisation (EM) algorithm ad…
Efficient Stochastic Optimisation via Sequential Monte Carlo
James Cuin, Davide Carbone, Yanbo Tang +1
The problem of optimising functions with intractable gradients frequently arises in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures…