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AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates Forumgrstats

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AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates Forumgrstats
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AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates Empty Re: AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates

Tue 17 Nov 2020 - 22:26
The AUEB Stats Seminar for this Thursday 19/11/2020
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AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates Empty AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates

Wed 11 Nov 2020 - 13:52
ΚΥΚΛΟΣ ΣΕΜΙΝΑΡΙΩΝ ΣΤΑΤΙΣΤΙΚΗΣ ΝΟΕΜΒΡΙΟΣ 2020

AUEB Stats Seminars 19/11/2020: Recasting Sampling as Optimisation via Stein's Method by Chris J Oates Oates10


Chris J Oates
Chair in Statistics, School of Mathematics, Statistics & Physics, Newcastle University, UK

Recasting Sampling as Optimisation via Stein's Method

ΠΕΜΠΤΗ 19/11/2020
12:30

Σύνδεσμος Google Meeting: meet.google.com/ejr-hvir-fez

ΠΕΡΙΛΗΨΗ
There is a recent trend in computational statistics to move away from sampling methods and towards optimisation methods for posterior approximation. These include discrepancy minimisation, gradient flows and control functionals - all of which have the potential to deliver faster convergence than a Monte Carlo method. In this talk we will attempt to unify these emergent research themes in the context of Stein's method.

Fb event: https://www.facebook.com/events/391667451855760

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