A multiscale perspective on maximum marginal likelihood estimation
OD Akyildiz, M Ottobre, I Souttar - arXiv preprint arXiv:2406.04187, 2024 - arxiv.org
In this paper, we provide a multiscale perspective on the problem of maximum marginal
likelihood estimation. We consider and analyse a diffusion-based maximum marginal …
likelihood estimation. We consider and analyse a diffusion-based maximum marginal …
Debiasing piecewise deterministic Markov process samplers using couplings
Monte Carlo methods-such as Markov chain Monte Carlo (MCMC) and piecewise
deterministic Markov process (PDMP) samplers-provide asymptotically exact estimators of …
deterministic Markov process (PDMP) samplers-provide asymptotically exact estimators of …
Hypocoercivity for infinite dimensional non-linear degenerate stochastic differential equations with multiplicative noise
B Eisenhuth - 2024 - kluedo.ub.rptu.de
We analyze infinite dimensional Langevin dynamics with multiplicative noise. Such a
dynamic is described via a coupled system of an infinite dimensional differential equation …
dynamic is described via a coupled system of an infinite dimensional differential equation …
[PDF][PDF] Hypocoercivity for infinite dimensional non-linear degenerate stochastic differential equations with multiplicative noise
AG Funktionalanalysis - kluedo.ub.rptu.de
We analyze infinite dimensional Langevin dynamics with multiplicative noise. Such a
dynamic is described via a coupled system of an infinite dimensional differential equation …
dynamic is described via a coupled system of an infinite dimensional differential equation …