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Variational Bayes methods and algorithms - Part 1
Multi angle
Authors : Keribin, Christine (Author of the conference)
CIRM (Publisher )
49J40 - Variational methods including variational inequalities
62F15 - Bayesian inference
62H12 - Multivariate estimation
CIRM (Publisher )
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Abstract :
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.
MSC Codes : 49J40 - Variational methods including variational inequalities
62F15 - Bayesian inference
62H12 - Multivariate estimation
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Information on the Video
Film maker : Hennenfent, GuillaumeLanguage : English Available date : 16/03/16 Conference Date : 02/03/16 Subseries : Research talks arXiv category : Statistics Theory Mathematical Area(s) : Probability & Statistics Format : MP4 (.mp4) - HD Targeted Audience : Researchers Download : https://videos.cirm-math.fr/2016-03-02_Keribin.mp4 
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Information on the Event
Event Title : Thematic month on statistics - Week 5: Bayesian statistics and algorithms / Mois thématique sur les statistiques - Semaine 5 : Semaine Bayésienne et algorithmesEvent Organizers : Le Gouic, Thibaut ; Pommeret, Denys ; Willer, Thomas Dates : 29/02/16 - 04/03/16 Event Year : 2016 Event URL : http://conferences.cirm-math.fr/1619.html
Citation Data
DOI : 10.24350/CIRM.V.18938003Cite this video as: 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 |
See Also
- [Multi angle] The expectation-propagation algorithm: a tutorial - Part 1 / Author of the conference Barthelmé, Simon.
- [Multi angle] Exploring the presence of complex dependence structures in epidemiological and genomic data through flexible clustering / Author of the conference Richardson, Sylvia.
- [Multi angle] Approximate Bayesian Computation methods for model choice a machine learning point of view - Part 1 / Author of the conference Marin, Jean-Michel.
- [Post-edited] Markov Chain Monte Carlo Methods - Part 1 / Author of the conference Robert, Christian P..
Bibliography
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