Search Results for author: Tim Johnston

Found 3 papers, 0 papers with code

Taming the Interacting Particle Langevin Algorithm -- the superlinear case

no code implementations28 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.

Stochastic Optimization

Interacting Particle Langevin Algorithm for Maximum Marginal Likelihood Estimation

no code implementations23 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.

Kinetic Langevin MCMC Sampling Without Gradient Lipschitz Continuity -- the Strongly Convex Case

no code implementations19 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.

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