October 30, 2019 to November 1, 2019
Ingrid Daubechies Auditorium
America/New_York timezone

Scalable Bayesian Inference.

Oct 31, 2019, 9:55 AM
45m
2nd Floor (Ingrid Daubechies Auditorium)

2nd Floor

Ingrid Daubechies Auditorium

162 5th avenue, 2nd floor, New York NY, 10010

Speaker

Mariano Gabitto (CCB)

Description

In this short tutorial, I will review variational inference (VI), a method to approximate posterior probability distributions through optimization. VI became popular as it provides faster convergence than more traditional sampling methods.

This tutorial aims to provide both an introduction and an overview of recent developments. First, I will provide a review of variational inference. Second, I describe some popular advancements such as stochastic variational inference, and variational autoencoders. During the talk, I will establish some connections with mathematical problems in different centers at Flatiron.

Presentation materials

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