EnglishVariational Bayes methods and algorithms - Part 1
Multi angle
Auteurs : Keribin, Christine (Auteur de la Conférence)
CIRM (Editeur )
49J40 - Variational methods including variational inequalities
62F15 - Bayesian inference
62H12 - Multivariate estimation
CIRM (Editeur )
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Résumé :
Bayesian posterior distributions can be numerically intractable, even by the means of Markov Chain Monte Carlo methods. Bayesian variational methods can then be used to compute directly (and fast) a deterministic approximation of these posterior distributions. In this course, I describe the principles of the variational methods and their application in Bayesian inference, review main theoretical results and discuss their use on examples.
Codes MSC : 49J40 - Variational methods including variational inequalities
62F15 - Bayesian inference
62H12 - Multivariate estimation
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Informations sur la Vidéo
Langue : AnglaisDate de publication : 16/03/16 Date de captation : 02/03/16 Sous collection : Research talks arXiv category : Statistics Theory Domaine : Probability & Statistics Format : MP4 (.mp4) - HD Audience : Researchers Download : https://videos.cirm-math.fr/2016-03-02_Keribin.mp4 
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Informations sur la Rencontre
Nom de la rencontre : Thematic month on statistics - Week 5: Bayesian statistics and algorithms / Mois thématique sur les statistiques - Semaine 5 : Semaine Bayésienne et algorithmesOrganisateurs de la rencontre : Le Gouic, Thibaut ; Pommeret, Denys ; Willer, Thomas Dates : 29/02/16 - 04/03/16 Année de la rencontre : 2016 URL Congrès : http://conferences.cirm-math.fr/1619.html
Données de citation
DOI : 10.24350/CIRM.V.18938003Citer cette vidéo: Keribin, Christine (2016). Variational Bayes methods and algorithms - Part 1. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.18938003 URI : http://dx.doi.org/10.24350/CIRM.V.18938003 |
Bibliographie
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