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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

Target Measure

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Target Measure

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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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