Computational Bayesian Statistics Journal Club
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Description
Meeting: Computational Bayesian Statistics Journal Club
Date: Friday, November 13th
Time: 11:00am - 12:00pm EST
Moderator: Aki Vehtari [Aalto Uni]
Topic: Improvements and limitations of autodiff variational inference (ADVI)
Paper:
- Robust, Accurate Stochastic Optimization for Variational Inference
https://arxiv.org/abs/2009.00666
Additional Papers:
Pareto k diagnostic, difference between pre-asymptotic and asymptotic behavior,
and high dimensional examples are from
- Pareto Smoothed Importance Sampling
https://arxiv.org/abs/1507.02646
Some ideas on why stochastic optimization for other divergences is
more difficult comes from
- Perturbative Black Box Variational Inference
https://arxiv.org/abs/1709.07433
Time: 11:00am - 12:00pm EST
Moderator: Aki Vehtari [Aalto Uni]
Topic: Improvements and limitations of autodiff variational inference (ADVI)
Paper:
- Robust, Accurate Stochastic Optimization for Variational Inference
https://arxiv.org/abs/2009.00666
Additional Papers:
Pareto k diagnostic, difference between pre-asymptotic and asymptotic behavior,
and high dimensional examples are from
- Pareto Smoothed Importance Sampling
https://arxiv.org/abs/1507.02646
Some ideas on why stochastic optimization for other divergences is
more difficult comes from
- Perturbative Black Box Variational Inference
https://arxiv.org/abs/1709.07433
Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate.
CCM Coordinator
The agenda of this meeting is empty