BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Kernel Thinning and Stein Thinning - Lester Mackey (Microsoft Rese
 arch)
DTSTART:20211015T150000Z
DTEND:20211015T160000Z
UID:TALK162127@talks.cam.ac.uk
CONTACT:Qingyuan Zhao
DESCRIPTION:This talk will introduce two new tools for summarizing a proba
 bility distribution more effectively than independent sampling or standard
  Markov chain Monte Carlo thinning:\n\n1. Given an initial n point summary
  (for example\, from independent sampling or a Markov chain)\, kernel thin
 ning finds a subset of only square-root n points with comparable worst-cas
 e integration error across a reproducing kernel Hilbert space.\n\n2. If th
 e initial summary suffers from biases due to off-target sampling\, temperi
 ng\, or burn-in\, Stein thinning simultaneously compresses the summary and
  improves the accuracy by correcting for these biases.\n\nThese tools are 
 especially well-suited for tasks that incur substantial downstream computa
 tion costs per summary point like organ and tissue modeling in which each 
 simulation consumes 1000s of CPU hours.  
LOCATION:https://maths-cam-ac-uk.zoom.us/j/93998865836?pwd=VzVzN1VFQ0xjS3V
 DdlY0enBVckY5dz09
END:VEVENT
END:VCALENDAR