[Turing-Southampton] S3RI seminar: Sara Wade (University of Edinburgh), Thursday 29 April

[Chieh-Hsi Wu]

Dear all,

Hope everyone is having a good week!

We have an S3RI seminar today (at 2 pm), where Dr Sara Wade (University of Edinburgh) is speaking to us on



"MCMC for variationally sparse Gaussian processes: A pseudo-marginal approach"



Please see below for the details of the talk and how to join the seminar online.



Hope to see you at the seminar later today!



Kind regards,

Jessie


On MCMC for variationally sparse Gaussian processes: A pseudo-marginal approach
Sara Wade (University of Edinburgh)

Abstract: Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden, approximation of the posterior, choice of the covariance function and inference of its hyperparmeters. To address these issues, Hensman et al. (2015) combine variationally sparse GPs with Markov chain Monte Carlo (MCMC) to derive a scalable, flexible and general framework for GP models. Nevertheless, the resulting approach requires intractable likelihood evaluations for many observation models. To bypass this problem, we propose a pseudo-marginal (PM) scheme that offers asymptotically exact inference as well as computational gains through doubly stochastic estimators for the intractable likelihood and large datasets. In complex models, the advantages of the PM scheme are particularly evident, and we demonstrate this on a two-level GP regression model with a nonparametric covariance function to capture non-stationarity.


<Details for Joining the Seminar>
Join on your computer or mobile app
Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a71f0ed99e3ce45219eef73b9cbd1b0f3%40thread.tacv2/1618929812150?context=%7b%22Tid%22%3a%224a5378f9-29f4-4d3e-be89-669d03ada9d8%22%2c%22Oid%22%3a%22e8a58481-ba8c-4921-b869-4a905d652ae7%22%7d>
Or call in (audio only)
+44 20 3794 0272,,960466002#<tel:+442037940272,,960466002#>   United Kingdom, London
Phone Conference ID: 960 466 002#
Find a local number<https://dialin.teams.microsoft.com/06db52e8-d478-428c-ac92-018e3ba44e01?id=960466002> | Reset PIN<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fmysettings.lync.com%2Fpstnconferencing&data=04%7C01%7CTuring-Southampton%40ecs.soton.ac.uk%7Cad7cdfff44c44c63a96f08d90ae31a95%7C4a5378f929f44d3ebe89669d03ada9d8%7C0%7C0%7C637552792790743963%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=OuhXdrnpVHLCXz7gnP%2FLsew%2BnSPn%2Bpo1mHktK35IVoM%3D&reserved=0>
Learn more<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Faka.ms%2FJoinTeamsMeeting&data=04%7C01%7CTuring-Southampton%40ecs.soton.ac.uk%7Cad7cdfff44c44c63a96f08d90ae31a95%7C4a5378f929f44d3ebe89669d03ada9d8%7C0%7C0%7C637552792790753927%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=px3vjA71Z%2FJUPJJRB%2B4ETSObGmUkpqrBdJCwBXlGk5c%3D&reserved=0> | Meeting options<https://teams.microsoft.com/meetingOptions/?organizerId=e8a58481-ba8c-4921-b869-4a905d652ae7&tenantId=4a5378f9-29f4-4d3e-be89-669d03ada9d8&threadId=19_71f0ed99e3ce45219eef73b9cbd1b0f3@thread.tacv2&messageId=1618929812150&language=en-GB>

<Details for jointing S3RI team on Microsoft Teams>

If you would like to join the S3RI team on Microsoft Teams, please use the link below:

https://teams.microsoft.com/l/team/19%3a71f0ed99e3ce45219eef73b9cbd1b0f3%40thread.tacv2/conversations?groupId=260706f2-7819-4bfe-920a-3d55825d8e9c&tenantId=4a5378f9-29f4-4d3e-be89-669d03ada9d8<https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.google.com%2Furl%3Fq%3Dhttps%3A%2F%2Fteams.microsoft.com%2Fl%2Fteam%2F19%25253a71f0ed99e3ce45219eef73b9cbd1b0f3%252540thread.tacv2%2Fconversations%3FgroupId%253D260706f2-7819-4bfe-920a-3d55825d8e9c%2526tenantId%253D4a5378f9-29f4-4d3e-be89-669d03ada9d8%26sa%3DD%26source%3Dcalendar%26usd%3D2%26usg%3DAOvVaw2XvLgdTxMOK_D8EYzydQd6&data=04%7C01%7CTuring-Southampton%40ecs.soton.ac.uk%7Cad7cdfff44c44c63a96f08d90ae31a95%7C4a5378f929f44d3ebe89669d03ada9d8%7C0%7C0%7C637552792790753927%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=KOiwRA3MA%2FbUT3zuyaYMUPVU%2B5KuOGfGkG0UxBhVhb0%3D&reserved=0>


---


Chieh-Hsi (Jessie) Wu, PhD

Lecturer in Statistics

School of Mathematics

University of Southampton

-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mailman.ecs.soton.ac.uk/pipermail/turing-southampton/attachments/20210429/5381f86c/attachment-0001.html