BSU Seminar: 'Some advances and applications of robust gradient-based Markov chain Monte Carlo'

Add to your list(s) Download to your calendar using vCal

• Sam Livingstone, University College London
• Tuesday 03 October 2023, 15:00-16:00
• MRC Biostatistics Unit, East Forvie Building, Forvie Site Robinson Way Cambridge CB2 0SR..

If you have a question about this talk, please contact Alison Quenault.

This will be a free hybrid seminar. To register to attend virtually, please click here: https://us02web.zoom.us/meeting/register/tZUsdOypqTwrH9LeiEEIL8dXxO_IpOC8lVMS

I will discuss some recent work on gradient-based Markov chain Monte Carlo. At their best gradient-based algorithms are often state-of-the-art, but they can also behave erratically in various ways. In the first part of the talk I’ll introduce a gradient-based scheme called the Barker proposal that can often match the performance of competitors such as MALA and HMC but is probably more robust. I will in particular highlight the benefits this brings in the context of adaptive MCMC . If time permits, in the second part of the talk I will talk about ongoing using MCMC for automatic model selection in poly-hazard models. The first part is joint work with Giacomo Zanella, Jure Vogrinc & Max Hird, the second is joint with Luke Hardcastle and Gianluca Baio.

This talk is part of the MRC Biostatistics Unit Seminars series.

This talk is included in these lists:

• All Talks (aka the CURE list)
• BHRU Annual Lecture 2015
• BHRU Annual Lecture 2016
• Biology
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge Immunology
• Cambridge talks
• Cardiovascular Epidemiology Unit Special Seminars
• Chris Davis' list
• Department of Public Health and Primary Care
• Graduate-Seminars
• Interested Talks
• Life Sciences
• Life Sciences
• ME Seminar
• MRC Biostatistics Unit Seminars
• MRC Biostatistics Unit, East Forvie Building, Forvie Site Robinson Way Cambridge CB2 0SR.
• Primary Care
• PublicHealth@Cambridge
• Trust & Technology Initiative - interesting events
• bld31
• my_list
• ndk22's list
• ob366-ai4er
• other talks
• primary care
• rp587

Note that ex-directory lists are not shown.