Interacting particle Langevin algorithm for maximum marginal likelihood estimation (Q6960461)

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scientific article; zbMATH DE number 8062703
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    Interacting particle Langevin algorithm for maximum marginal likelihood estimation
    scientific article; zbMATH DE number 8062703

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      Interacting particle Langevin algorithm for maximum marginal likelihood estimation (English)
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      14 July 2025
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      interacting particle system
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      Langevin diffusion
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      maximum marginal likelihood estimation
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      simulated annealing
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      expectation maximisation algorithm
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      optimisation via sampling
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