Search Results for author: Nikolaos Makras

Found 1 papers, 0 papers with code

Taming the Interacting Particle Langevin Algorithm -- the superlinear case

no code implementations28 Mar 2024 Tim Johnston, Nikolaos Makras, Sotirios Sabanis

Recent advances in stochastic optimization have yielded the interactive particle Langevin algorithm (IPLA), which leverages the notion of interacting particle systems (IPS) to efficiently sample from approximate posterior densities.

Stochastic Optimization

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