Search Results for author: Francesca Romana Crucinio

Found 1 papers, 0 papers with code

Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation

no code implementations23 Mar 2023 Ö. Deniz Akyildiz, Francesca Romana Crucinio, Mark Girolami, Tim Johnston, Sotirios Sabanis

We achieve this by formulating a continuous-time interacting particle system which can be seen as a Langevin diffusion over an extended state space of parameters and latent variables.

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