BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Diffusion-based Maximum Marginal Likelihood Estimation: Overdamped
 \, Accelerated\, and Proximal - Dr Deniz Akyildiz\, Imperial College Londo
 n
DTSTART:20241113T140000Z
DTEND:20241113T150000Z
UID:TALK223504@talks.cam.ac.uk
CONTACT:Dr Amir R. Asadi
DESCRIPTION:In this talk\, I will summarise recent progress and challenges
  in maximum marginal likelihood estimation (MMLE) – focusing on the meth
 ods based on Langevin diffusions. I will first introduce the problem and t
 he necessary background on Langevin diffusions\, together with recent resu
 lts on Langevin-based MMLE estimators [1-3]\, detailing the interacting pa
 rticle Langevin algorithm (IPLA) [3] which is a recent Langevin-based MMLE
  method with explicit theoretical guarantees akin to Langevin Monte Carlo 
 methods. I will then move on to summarise recent progress\, specifically a
 ccelerated variants [4] and methods for MMLE in nondifferentiable statisti
 cal models [5] with convergence and complexity results. Finally\, if time 
 permits\, I will talk about the application of IPLA to inverse problems [6
 ].\n\n \n\n[1] Kuntz\, Juan\, Jen Ning Lim\, and Adam M. Johansen. "Partic
 le algorithms for maximum likelihood training of latent variable models." 
 International Conference on Artificial Intelligence and Statistics. PMLR\,
  2023.\n\n[2] De Bortoli\, Valentin\, et al. "Efficient stochastic optimis
 ation by unadjusted Langevin Monte Carlo: Application to maximum marginal 
 likelihood and empirical Bayesian estimation." Statistics and Computing 31
  (2021): 1-18.\n\n[3] Akyildiz\, Ö. D.\, Crucinio\, F. R.\, Girolami\, M.
 \, Johnston\, T.\, & Sabanis\, S. (2023). Interacting particle langevin al
 gorithm for maximum marginal likelihood estimation. arXiv preprint arXiv:2
 303.13429.\n\n[4] Oliva\, P. F. V.\, & Akyildiz\, O. D. (2024). Kinetic In
 teracting Particle Langevin Monte Carlo. arXiv preprint arXiv:2407.05790.\
 n\n[5] Encinar\, P. C.\, Crucinio\, F. R.\, & Akyildiz\, O. D. (2024). Pro
 ximal Interacting Particle Langevin Algorithms. arXiv preprint arXiv:2406.
 14292.\n\n[6] Glyn-Davies\, A.\, Duffin\, C.\, Kazlauskaite\, I.\, Girolam
 i\, M.\, & Akyildiz\, Ö. D. (2024). Statistical Finite Elements via Inter
 acting Particle Langevin Dynamics. arXiv preprint arXiv:2409.07101.\n\nThi
 s talk is held in person and streamed live on Zoom at https://cam-ac-uk.zo
 om.us/j/85902531691?pwd=nczVlT9y6odBCF71anusgYotW05M42.1
LOCATION:MR5\, CMS Pavilion A
END:VEVENT
END:VCALENDAR