Séminaire Datashape
Sampling with Stein variational gradient descent
May 2022
Intervenant : Thomas Bonis
Institution : Laboratoire d'Analyse et de Mathématiques Appliquées de l'Université Gustave Eiffel
Heure : 15h45
Lieu : 3L15

Many methods in Bayesian statistics require approximating intractable integrals. After presenting the usual methods used to deal with this issue, namely variational inference and Monte-Carlo approaches, along with their respective shortcomings, I will introduce a novel algorithm called Stein variational gradient descent and present known theoretical results regarding this algorithm.

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