[Turing-Southampton] S3RI seminar: Kolyan Ray (Imperial College London), Thursday 7 October

[Chieh-Hsi Wu]

Dear all,

Hope everyone is having a nice week!

Just a reminder, we have Dr Kolyan Ray (Imperial College London) speaking at the S3RI seminar today at 2 PM on

"Variational Bayes for high-dimensional linear regression with sparse priors."


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



Hope to see you at the seminar later at 2 PM.



Kind regards,

Jessie



Variational Bayes for high-dimensional linear regression with sparse priors
Kolyan Ray (Imperial College London)

A core problem in Bayesian statistics is approximating difficult to compute posterior distributions. In variational Bayes (VB), a method from machine learning, one approximates the posterior through optimization, which is typically faster than Markov chain Monte Carlo. We study a mean-field (i.e. factorizable) VB approximation to Bayesian model selection priors, including the popular spike-and-slab prior, in sparse high-dimensional linear regression. We establish convergence rates for this VB approach, studying conditions under which it provides good estimation. We also discuss computational issues and study the empirical performance of the algorithm.


<To Join the Online Seminar>
Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a71f0ed99e3ce45219eef73b9cbd1b0f3%40thread.tacv2/1632744847998?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)
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<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%7CC-H.Wu%40soton.ac.uk%7C9afcbf71bd894e83ddf308d8d9761d20%7C4a5378f929f44d3ebe89669d03ada9d8%7C0%7C0%7C637498448616297360%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C1000&sdata=Lu%2BVU%2FN0SPmf58S5Q3IpziLk7bkmL0OJn9LTvh3JRW0%3D&reserved=0>

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