[Forum SIS] Bocconi DEC Seminar Silvia Chiappa - December 10th

[Marco Bonetti]

> DEC Seminar
> Università Bocconi,
> Room N15
> Piazza Sraffa 13 - 1st floor
> Time: 12:30pm
>
> The DEC seminar schedule is available at http://www.unibocconi.eu/statseminar
>
> Thursday, December 10th
>
> Silvia Chiappa
> (Max Planck Institute for Biological Cybernetics)
>
> "An Introduction to Variational  Methods for Approximate Inference in
> Graphical Models"
>
> Abstract:
>
> For many graphical models of practical interest performing inference,
> that is estimating the conditional probability distribution of the
> hidden variables given the observed variables, is an intractable
> problem. In such situations we need to employ approximation schemes,
> which can be divided broadly into stochastic and deterministic  
> methods.
> Stochastic methods such as Markov Chain Monte Carlo have the property
> that they can generate exact results given infinite computational
> resources. In practice, they are often computationally demanding and  
> it
> can be hard to diagnose their convergence. On the other hand,
> deterministic methods such as variational methods are based on
> analytical approximations to the posterior distributions and therefore
> cannot give exact results. However, they can often reach very good
> accuracy and be computationally more advantageous than stochastic
> methods. Furthermore, these methods can provide bounds on the
> probabilities of interest and their convergence can be assessed very
> easily. In this talk we give a tutorial introduction to variational
> methods, discuss their properties and provide some comparison with
> Markov Chain Monte Carlo techniques.
>

---
Marco Bonetti
Department of Decision Sciences
Bocconi University
Via Guglielmo Roentgen 1
20136 Milan, Italy
Tel +39 02 58365670
Fax +39 02 58365634

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