Bayesian coresets

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• Tor Fjelde and Will Tebbutt, University of Cambridge
• Wednesday 07 February 2024, 11:00-12:30
• Cambridge University Engineering Department, CBL Seminar room BE4-38..

If you have a question about this talk, please contact Isaac Reid.

Zoom link available upon request (it is sent out on our mailing list, eng-mlg-rcc [at] lists.cam.ac.uk). Sign up to our mailing list for easier reminders via lists.cam.ac.uk.

The proliferation of automated inference algorithms in Bayesian statistics has provided practitioners access to fast, reproducible data analysis and powerful statistical models. But designing automated methods that are both scalable in the number of observations in addition to theoretically sound is still a challenging task.

In this talk we’ll discuss a family of recent works trying to address this referred to as Bayesian coresets. We’ll discuss the basic idea behind Bayesian coresets, and then look at some of the literature together.

Recomended reading: Campbell & Beronov (2019) Sparse Variational Inference: Bayesian Coresets From Scratch. URL : http://arxiv.org/abs/1906.03329

This talk is part of the Machine Learning Reading Group @ CUED series.

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