"An Unbiased and Scalable Monte Carlo Method for Bayesian Inference for Big Data"
Add to your list(s)
Download to your calendar using vCal
If you have a question about this talk, please contact Alison Quenault.
Abstract: This talk will introduce novel methodology for exploring posterior distributions by modifying methodology for exactly (without error) simulating diffusion sample paths – the Scalable Langevin Exact Algorithm (ScaLE). This new method has remarkably good scalability properties (among other interesting properties) as the size of the data set increases (it has sub-linear cost, and potentially no cost), and therefore is a natural candidate for ``Big Data’’ inference.
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.
|