# Momentum Particle Maximum Likelihood

arXiv: https://arxiv.org/abs/2312.07335 · HTML: https://mlsanity.com/paper/2312.07335/

## Key facts

- Cited by 12 papers in the map (data through 14 Oct 2026).
- Builds on 21 of its 68 references that are in the map.
- First posted on arXiv 12 Dec 2023.

## Builds on (most cited first, 21 of 21)

- [Score-Based Generative Modeling with Critically-Damped Langevin Diffusion](https://mlsanity.com/paper/2112.07068/) (2021)
- [GANs Trained by a Two Time-Scale Update Rule Converge to a Local Nash Equilibrium](https://mlsanity.com/paper/1706.08500/) (2017)
- [Underdamped Langevin MCMC: A non-asymptotic analysis](https://mlsanity.com/paper/1707.03663/) (2017)
- [Learning Latent Space Energy-Based Prior Model](https://mlsanity.com/paper/2006.08205/) (2020)
- [Variational inference via Wasserstein gradient flows](https://mlsanity.com/paper/2205.15902/) (2022)
- [On the geometry of Stein variational gradient descent](https://mlsanity.com/paper/1912.00894/) (2019)
- [Understanding the Acceleration Phenomenon via High-Resolution Differential Equations](https://mlsanity.com/paper/1810.08907/) (2018)
- [Mean-Field Langevin Dynamics: Exponential Convergence and Annealing](https://mlsanity.com/paper/2202.01009/) (2022)
- [Convex Analysis of the Mean Field Langevin Dynamics](https://mlsanity.com/paper/2201.10469/) (2022)
- [Stochastic Particle Gradient Descent for Infinite Ensembles](https://mlsanity.com/paper/1712.05438/) (2017)
- [Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks](https://mlsanity.com/paper/1905.07769/) (2019)
- [Forward-backward Gaussian variational inference via JKO in the Bures-Wasserstein Space](https://mlsanity.com/paper/2304.05398/) (2023)
- [Escaping Saddle Points with Adaptive Gradient Methods](https://mlsanity.com/paper/1901.09149/) (2019)
- [A Lyapunov Analysis of Momentum Methods in Optimization](https://mlsanity.com/paper/1611.02635/) (2016)
- [Particle algorithms for maximum likelihood training of latent variable models](https://mlsanity.com/paper/2204.12965/) (2022)
- [Uniform-in-time propagation of chaos for mean field Langevin dynamics](https://mlsanity.com/paper/2212.03050/) (2022)
- [Convergence of mean-field Langevin dynamics: Time and space discretization, stochastic gradient, and variance reduction](https://mlsanity.com/paper/2306.07221/) (2023)
- [Mean-field Variational Inference via Wasserstein Gradient Flow](https://mlsanity.com/paper/2207.08074/) (2022)
- [Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations](https://mlsanity.com/paper/2104.12384/) (2021)
- [Coin Sampling: Gradient-Based Bayesian Inference without Learning Rates](https://mlsanity.com/paper/2301.11294/) (2023)
- [Hamiltonian Descent Methods](https://mlsanity.com/paper/1809.05042/) (2018)

## Built on by (most cited first, 12 of 12)

- [Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities](https://mlsanity.com/paper/2403.02004/) (2024)
- [Proximal Interacting Particle Langevin Algorithms](https://mlsanity.com/paper/2406.14292/) (2024)
- [Particle Semi-Implicit Variational Inference](https://mlsanity.com/paper/2407.00649/) (2024)
- [Kinetic Interacting Particle Langevin Monte Carlo](https://mlsanity.com/paper/2407.05790/) (2024)
- [Fast Summation of Radial Kernels via QMC Slicing](https://mlsanity.com/paper/2410.01316/) (2024)
- [Learning Latent Energy-Based Models via Interacting Particle Langevin Dynamics](https://mlsanity.com/paper/2510.12311/) (2025)
- [Training Latent Diffusion Models with Interacting Particle Algorithms](https://mlsanity.com/paper/2505.12412/) (2025)
- [Learning Latent Variable Models via Jarzynski-adjusted Langevin Algorithm](https://mlsanity.com/paper/2505.18427/) (2025)
- [Fast convergence of the Expectation Maximization algorithm under a logarithmic Sobolev inequality](https://mlsanity.com/paper/2407.17949/) (2024)
- [A Gradient Flow Approach to Solving Inverse Problems with Latent Diffusion Models](https://mlsanity.com/paper/2509.19276/) (2025)
- [Momentum SVGD-EM for Accelerated Maximum Marginal Likelihood Estimation](https://mlsanity.com/paper/2603.08676/) (2026)
- [Particle-based Generalised Stochastic Optimisation](https://mlsanity.com/paper/2608.02844/) (2026)

## Abstract (arXiv)

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with insights from optimal transport to obtain novel particle-based algorithms for fitting latent variable models to data. Drawing inspiration from prior works which interpret `momentum-enriched' optimization algorithms as discretizations of ordinary differential equations, we propose an analogous dynamical-systems-inspired approach to minimizing the free energy functional. The result is a dynamical system that blends elements of Nesterov's Accelerated Gradient method, the underdamped Langevin diffusion, and particle methods. Under suitable assumptions, we prove that the continuous-time system minimizes the functional. By discretizing the system, we obtain a practical algorithm for MLE in latent variable models. The algorithm outperforms existing particle methods in numerical experiments and compares favourably with other MLE algorithms.
