Probabilistic Unrolling: Scalable, Inverse-Free Maximum Likelihood Estimation for Latent Gaussian Models

Alexander Lin, Bahareh Tolooshams, Yves Atchadé, Demba E. Ba. Probabilistic Unrolling: Scalable, Inverse-Free Maximum Likelihood Estimation for Latent Gaussian Models. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 21153-21181, PMLR, 2023. [doi]

Abstract

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