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SUMMARY:Exclusive Pólya Urns and their applications - Christian Steinruec
 ken
DTSTART:20111011T130000Z
DTEND:20111011T140000Z
UID:TALK33622@talks.cam.ac.uk
CONTACT:Microsoft Research Cambridge Talks Admins
DESCRIPTION:The Dirichlet Process (DP) and its variants have many nice mat
 hematical properties which make them popular tools in the machine learning
  community. However\, deploying DPs can be costly in settings where approx
 imate inference over latent states is needed (e.g. Gibbs sampling seating 
 arrangements in a CRP).\n\nBy dropping some of the "nice" mathematical pro
 perties of the DP\, we can construct a novel kind of stochastic process wh
 ich offers exact inference\, is fast\, easy to implement\, and can in many
  cases be used as a drop-in replacement for Chinese Restaurant Processes a
 nd Pitman-Yor processes. I will show how the new process differs from mode
 ls in the existing literature\, and how it can be applied to interesting t
 asks\, including hierarchical sequence modelling and data compression.
LOCATION:Small public lecture room\, Microsoft Research Ltd\, 7 J J Thomso
 n Avenue (Off Madingley Road)\, Cambridge
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