[Ml-stat-talks] Tomorrow: CSML Seminar Series | David Dunson (Duke University) - "Scalable Bayes" | Tuesday, November 4, 2015 at 4:30pm
Storey, John D.
jstorey at PRINCETON.EDU
Mon Nov 3 12:42:02 EST 2014
David Dunson is speaking tomorrow at the first ever Center for Statistics and Machine Learning seminar. Details are below. I hope to see you there!
David Dunson, Duke University
CS 105 on November 4 at 4:30PM
Title: Scalable Bayes
Abstract: Bayesian methods have great promise in big data sets, but this promise has not been fully realized due to the lack of scalable and robust algorithms. Usual sampling approaches bog down as the size of the data and number of parameters increase. For massive data sets, it has become routine to rely on penalized optimization approaches implemented on distributed computing systems. However, in scientific applications, it is crucial to obtain a good characterization of uncertainty and not simply a point estimate. We propose several fundamentally new approaches for scaling up, which we illustrate through large survey data sets, neurosciences and genomics.
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