[YPNG] YPNG Friday 6 March

sekhar sekhar.tatikonda at yale.edu
Tue Mar 3 10:28:44 EST 2015

Hi Folks,

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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