University of Cambridge > Talks.cam > MRC Biostatistics Unit Seminars > BSU Seminar: 'Some advances and applications of robust gradient-based Markov chain Monte Carlo'

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

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

Download to your calendar using vCal

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:

Note that ex-directory lists are not shown.

Other lists

Senior Parlour, Gonville & Caius College Moller Centre This talk will happen virtually via Zoom. Zoom link is provided for Agriforwards CDT subscribers

Other talks

Title to be confirmed What’s my reproduction number? Life history strategies: an interdisciplinary perspective The elephant in the room: Machine Learning directly into physical models Coming soon Group Work Group Work
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity