[Turing-Southampton] S3RI seminar: Dennis Prangle, Thursday 2-3pm

[Ogden H.E.]

Dear all,

On Thursday (17 October) at 2pm in 54 / 10037 (10B), we have an S3RI seminar from Dennis Prangle (Newcastle University) on "Towards high dimensional Bayesian experimental design using the "Fisher information gain"". Details are given below.

The seminar will also be available via a live web-cast at
https://southampton.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=73ef86af-ec8b-4c10-8771-aae600760bea

The talk will be followed by tea and cake in the staff reading room on level 4 of building 54.

All are welcome!

Best wishes,

Helen

Towards high dimensional Bayesian experimental design using the "Fisher information gain"

Dennis Prangle, Newcastle University

Finding high dimensional experimental designs is computationally demanding. We introduce an efficient approach applying recent advances in stochastic gradient optimisation methods. To allow rapid gradient calculations we work with a computationally convenient utility function, the trace of the Fisher information. One part of this talk will describe a decision theoretic justification for this utility. The other will demonstrate its application to experimental design.

For the current schedule of S3RI seminars, see https://tinyurl.com/s3riseminar<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftinyurl.com%2Fs3riseminar&data=01%7C01%7C%7C70338e97423e484d4be108d75075f036%7C4a5378f929f44d3ebe89669d03ada9d8%7C0&sdata=uYvpvezMn9982fZon2uaHwBA8%2Fnghcy0rQ2An9judsk%3D&reserved=0>
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