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Join date : 2009-10-21 
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
- grstats
- Posts : 966
Join date : 2009-10-21
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
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
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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