[YPNG] YPNG Friday 9 January 2015
sekhar.tatikonda at yale.edu
Wed Jan 7 11:17:44 EST 2015
The first YPNG seminar of the Spring 2015 season will be held this Friday.
SPEAKER: Alp Kucukelbir, Columbia University
TITLE: Profile Predictive Inference
ABSTRACT: When a model does not match the data, predictive accuracy
suffers. To mitigate this effect, we develop the profile predictor, a
density that incorporates the population distribution of data into Bayesian
inference. We extend this method into variational inference and propose a
stochastic optimization algorithm, called bumping variational inference.
See you Friday at 11 in the Stat's classroom.
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