Search Results for author: Louis Sharrock

Found 6 papers, 2 papers with code

Learning Rate Free Sampling in Constrained Domains

1 code implementation24 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.

Fairness

Tuning-Free Maximum Likelihood Training of Latent Variable Models via Coin Betting

no code implementations24 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.

LEMMA Variational Inference

Coin Sampling: Gradient-Based Bayesian Inference without Learning Rates

1 code implementation26 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.

Bayesian Inference Variational Inference

Sequential Neural Score Estimation: Likelihood-Free Inference with Conditional Score Based Diffusion Models

no code implementations10 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.

Bayesian Inference

Two-Timescale Stochastic Approximation for Bilevel Optimisation Problems in Continuous-Time Models

no code implementations14 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.

Cannot find the paper you are looking for? You can Submit a new open access paper.