Event Date
SPEAKER: Matt Wand (PhD FAA, Distinguished Professor of Statistics, School of Mathematical and Physical Sciences, University of Technology Sydney.)
TITLE: " Streamlined Variational Inference for Random Effects Models "
ABSTRACT: Variational inference offers fast approximate inference for graphical models arising in computer science and statistics. However, for models containing random effects, direct application of variational inference principles is not sufficient for fast inference due to the sizes of the relevant design matrices. We explain how the notion of matrix algebraic streamlining is crucial for making variational inference practical for models containing very high numbers of random effects. Both nested higher level and crossed random effect structures are discussed.
Faculty webpage: https://profiles.uts.edu.au/Matt.Wand
DATE/TIME: Thursday June 2nd, 2022, 4:10pm
This seminar will be presented in-person in MSB 1147 (Colloquium Room). Please join us for refreshments in the courtyard at 3:30pm.