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Interacting Particle Systems for Expectation Maximization in Latent Variable Models

Interacting Particle Systems for Expectation Maximization in Latent Variable Models

Alan Turing Institute via YouTube Direct link

Latent Variable Models (LVM)

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1 of 12

Latent Variable Models (LVM)

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Classroom Contents

Interacting Particle Systems for Expectation Maximization in Latent Variable Models

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  1. 1 Latent Variable Models (LVM)
  2. 2 EM and Variants
  3. 3 Simulated Annealing for LVM
  4. 4 An Interacting Particle System for LVM (Kuntz et al., 2023)
  5. 5 An Optimisation Point of View
  6. 6 Langevin Dynamics
  7. 7 Target Measure
  8. 8 Concentration
  9. 9 Algorithm
  10. 10 Assumptions
  11. 11 Main Convergence Result
  12. 12 Conclusions

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