no code implementations • 28 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.
no code implementations • 23 Mar 2023 • Ö. Deniz Akyildiz, Francesca Romana Crucinio, Mark Girolami, Tim Johnston, Sotirios Sabanis
We achieve this by formulating a continuous-time interacting particle system which can be seen as a Langevin diffusion over an extended state space of parameters and latent variables.
no code implementations • 19 Jan 2023 • Tim Johnston, Iosif Lytras, Sotirios Sabanis
In this article we consider sampling from log concave distributions in Hamiltonian setting, without assuming that the objective gradient is globally Lipschitz.