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SUMMARY:Natural gradient descent and variational inference - Mark van der 
 Wilk\; Alex Matthews 
DTSTART:20160218T143000Z
DTEND:20160218T160000Z
UID:TALK62017@talks.cam.ac.uk
CONTACT:Yingzhen Li
DESCRIPTION:We will cover the following topics\, time allowing.\n\n1) Knut
 h covariance\n2) A short introduction to Riemannian geometry.\n3) The eleg
 ant properties of the Fisher-Rao metric and the connection to the VB updat
 e.\n4) The paper "Approximate Riemannian Conjugate Gradient Learning for F
 ixed-Form Variational Bayes" JMLR 2010. Honkela\, Raiko\, Kuusela\, Tornio
 \, Karhunen.\n5) The paper "Stochastic variational inference" JMLR 2013 Ho
 ffman\, Blei\, Wang\, Paisley.\n6) Time allowing. The paper "Gaussian proc
 esses for Big Data" Hensman\, Fusi\, Lawrence.\n\nThere is no need to do b
 ackground reading\, but those wanting to get a flavour of the talk should 
 look at the natural gradient parts of 4) and 5).
LOCATION:Engineering Department\, CBL Room 438
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