1 code implementation • 24 May 2023 • Louis Sharrock, Lester Mackey, Christopher Nemeth
We introduce a suite of new particle-based algorithms for sampling in constrained domains which are entirely learning rate free.
no code implementations • 24 May 2023 • Louis Sharrock, Daniel Dodd, Christopher Nemeth
Our methods are based on the perspective of marginal maximum likelihood estimation as an optimization problem: namely, as the minimization of a free energy functional.
1 code implementation • 26 Jan 2023 • Louis Sharrock, Christopher Nemeth
In recent years, particle-based variational inference (ParVI) methods such as Stein variational gradient descent (SVGD) have grown in popularity as scalable methods for Bayesian inference.
no code implementations • 10 Oct 2022 • Louis Sharrock, Jack Simons, Song Liu, Mark Beaumont
We introduce Sequential Neural Posterior Score Estimation (SNPSE) and Sequential Neural Likelihood Score Estimation (SNLSE), two new score-based methods for Bayesian inference in simulator-based models.
no code implementations • 14 Jun 2022 • Louis Sharrock
We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time models.
no code implementations • 8 Oct 2021 • Chiara Leadbeater, Louis Sharrock, Brian Coyle, Marcello Benedetti
In particular, we consider training a quantum circuit Born machine using $f$-divergences.