Flatiron Internal Conference: Flatiron-wide Algorithms and Mathematics

Session

Sampling Introductory Lecture

Oct 31, 2019, 9:00 AM

2nd Floor (Ingrid Daubechies Auditorium)

16. Introduction to Markov chain Monte Carlo

Dan Foreman-Mackey (CCA)

10/31/19, 9:00 AM

17. Scalable Bayesian Inference.

Mariano Gabitto (CCB)

10/31/19, 9:55 AM

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....