[YPNG] YPNG Friday 6 March
sekhar.tatikonda at yale.edu
Tue Mar 3 10:28:44 EST 2015
This Friday Alp Kucukelbir, formerly at Yale, now at Columbia, by way of
Princeton, will talk about:
TITLE: Population Empirical Bayes
ABSTRACT: When a model does not match the data, predictive accuracy
suffers. To mitigate this effect, we develop population empirical Bayes a
hierarchical framework that incorporates the empirical population
of data into Bayesian analysis. We efficiently apply this method to
models by proposing a stochastic variational inference algorithm. We
improved predictive accuracy over classical Bayesian inference in three
a Bayesian linear regression of health data, a Bayesian mixture model of
histograms, and a latent Dirichlet allocation topic model of a text corpus.
See you Friday at 11am in the Stat's classroom.
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