"An Unbiased and Scalable Monte Carlo Method for Bayesian Inference for Big Data"
- đ¤ Speaker: Dr Murray Pollock, University of Warwick
- đ Date & Time: Tuesday 12 January 2016, 14:30 - 15:30
- đ Venue: Large Seminar Room, 1st Floor, Institute of Public Health, University Forvie Site, Robinson Way, Cambridge
Abstract
Abstract: This talk will introduce novel methodology for exploring posterior distributions by modifying methodology for exactly (without error) simulating diffusion sample paths – the Scalable Langevin Exact Algorithm (ScaLE). This new method has remarkably good scalability properties (among other interesting properties) as the size of the data set increases (it has sub-linear cost, and potentially no cost), and therefore is a natural candidate for ``Big Data’’ inference.
Series This talk is part of the MRC Biostatistics Unit Seminars series.
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Dr Murray Pollock, University of Warwick
Tuesday 12 January 2016, 14:30-15:30