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

An Interacting Particle System for LVM (Kuntz et al., 2023)

4 of 12

4 of 12

An Interacting Particle System for LVM (Kuntz et al., 2023)

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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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