Archive for seminar
Bayesian score calibration at One World ABC’minar [only comes every 1462 days]
Posted in Statistics, University life, Books with tags ABC, Approximate Bayesian computation, approximate Bayesian inference, approximate models, Bayesian calibration, IMS, leap year, One World ABC Seminar, seminar, University of Warwick, webinar on February 22, 2024 by xi'an
mostly MC[bruary]
Posted in Books, Kids, Statistics, University life with tags completion, contour algorithm, Gibbs sampling, insufficiency, IQR, mad, manifold, MCMC, median, Monte Carlo methods, Monte Carlo Statistical Methods, mostly Monte Carlo seminar, Paris, PariSanté campus, sample median, seminar, The Prairie Chair on February 18, 2024 by xi'an
All About that Bayes stroll
Posted in pictures, Statistics, University life with tags All about that Bayes, Campus Pierre et Marie Curie, clustering, hidden Markov models, HMM, Institut de Mathématique d'Orsay, Lawrence Livermore National Laboratory, multiple testing, nonlinear ICA, Paris Sorbonne Université, SCAI, seminar, variational autoencoders, youtube on February 9, 2024 by xi'anFor all Bayesians and sympathisers in the Paris area, an incoming All about that Bayes seminars¹ by Elisabeth Gassiat (Institut de Mathématiques d’Orsay) on 13 February, 16h00, on Campus Pierre & Marie Curie, SCAI:
A stroll through hidden Markov models
Hidden Markov models are latent variables models producing dependent sequences. I will survey recent results providing guarantees for their use in various fields such as clustering, multiple testing, nonlinear ICA or variational autoencoders.
¹Incidentally, I came across an unrelated All about that Bayes YouTube video, a talk given by Kristin Lennox (Lawrence Livermore National Laboratory). And then found out a myriad of talks or courses using that pun.
Bayesian model averaging with exact inference of likelihood- free scoring rule posteriors [23/01/2024, PariSanté campus]
Posted in pictures, Statistics, Travel, University life with tags ABC, All about that Bayes, Bayesian inference, Bayesian model selection, exact inference, generative model, horseshoe prior, intractable likelihood, likelihood-free inference, neural network, PariSanté campus, scoring rules, seminar, shrinkage estimation on January 16, 2024 by xi'an
A special “All about that Bayes” seminar in Paris (PariSanté campus, 23/01, 16:00-17:00) next week by my Warwick collegue and friend Rito:
Bayesian Model Averaging with exact inference of likelihood- free Scoring Rule Posteriors
Ritabrata Dutta, University of Warwick
A novel application of Bayesian Model Averaging to generative models parameterized with neural networks (GNN) characterized by intractable likelihoods is presented. We leverage a likelihood-free generalized Bayesian inference approach with Scoring Rules. To tackle the challenge of model selection in neural networks, we adopt a continuous shrinkage prior, specifically the horseshoe prior. We introduce an innovative blocked sampling scheme, offering compatibility with both the Boomerang Sampler (a type of piecewise deterministic Markov process sampler) for exact but slower inference and with Stochastic Gradient Langevin Dynamics (SGLD) for faster yet biased posterior inference. This approach serves as a versatile tool bridging the gap between intractable likelihoods and robust Bayesian model selection within the generative modelling framework.
mostly MC[nuary]
Posted in Books, Kids, Statistics, University life with tags Monte Carlo methods, Monte Carlo Statistical Methods, mostly Monte Carlo seminar, normalising flow, overdamped Langevin algorithm, Paris, PariSanté campus, quasi-Monte Carlo methods, seminar, The Prairie Chair on January 6, 2024 by xi'an
Xi'an's Og 