Computational Bayesian Statistics Journal Club

Friday Nov 13, 2020, 11:00 AM → 12:00 PM America/New_York

Zoom

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

 

 

Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate.