Interacting particle Langevin algorithm for maximum marginal likelihood estimation

DOI10.1051/PS/2025005MaRDI QIDQ6960461zbMATH OpenFDO

Authors Ömer Deniz Akyildiz, Francesca R. Crucinio, M. Girolami, Tim Johnston, Sotirios Sabanis

Publication date 14 July 2025

Published in European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

simulated annealinginteracting particle systemLangevin diffusionexpectation maximisation algorithmmaximum marginal likelihood estimationoptimisation via sampling

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Analysis of algorithms and problem complexity (68Q25) Stochastic particle methods (65C35)

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