Efficient stochastic optimisation by unadjusted Langevin Monte Carlo.
Application to maximum marginal likelihood and empirical Bayesian estimation

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Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation

28 June 2019

Valentin De Bortoli

Marcelo Pereyra

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Papers citing "Efficient stochastic optimisation by unadjusted Langevin Monte Carlo. Application to maximum marginal likelihood and empirical Bayesian estimation"

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Title
Learning Latent Variable Models via Jarzynski-adjusted Langevin Algorithm James Cuin Davide Carbone O. Deniz Akyildiz 55 0 0 23 May 2025
Proximal Interacting Particle Langevin Algorithms Paula Cordero Encinar F. R. Crucinio O. Deniz Akyildiz 109 5 0 20 Jun 2024
Unsupervised Training of Convex Regularizers using Maximum Likelihood Estimation Hongwei Tan Ziruo Cai Marcelo Pereyra Subhadip Mukherjee Junqi Tang Carola-Bibiane Schönlieb SSL 95 1 0 08 Apr 2024
Taming the Interacting Particle Langevin Algorithm: The Superlinear case Tim Johnston Nikolaos Makras Sotirios Sabanis 111 2 0 28 Mar 2024
Implicit Diffusion: Efficient Optimization through Stochastic Sampling Pierre Marion Anna Korba Peter Bartlett Mathieu Blondel Valentin De Bortoli Arnaud Doucet Felipe Llinares-López Courtney Paquette Quentin Berthet 154 15 0 08 Feb 2024
Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation Ö. Deniz Akyildiz F. R. Crucinio Mark Girolami Tim Johnston Sotirios Sabanis 132 13 0 23 Mar 2023
Stable Deep MRI Reconstruction using Generative Priors Martin Zach Florian Knoll Thomas Pock OOD MedIm DiffM 149 17 0 25 Oct 2022
On Energy-Based Models with Overparametrized Shallow Neural Networks Carles Domingo-Enrich A. Bietti Eric Vanden-Eijnden Joan Bruna BDL 57 9 0 15 Apr 2021
Discrete sticky couplings of functional autoregressive processes Alain Durmus A. Eberle Aurélien Enfroy Arnaud Guillin Pierre Monmarché 46 7 0 14 Apr 2021
Maximum likelihood estimation of regularisation parameters in high-dimensional inverse problems: an empirical Bayesian approach. Part II: Theoretical Analysis Valentin De Bortoli Alain Durmus A. F. Vidal Marcelo Pereyra 83 20 0 13 Aug 2020
Maximum entropy methods for texture synthesis: theory and practice Valentin De Bortoli A. Desolneux Alain Durmus B. Galerne Arthur Leclaire GAN 75 5 0 03 Dec 2019