Bayesian computational technique

On Cross Validation, Log Gaussian Cox Process and Variational Bayes

Hans Montcho, Postdoctoral Research Fellow, Statistics

Apr 29, 10:00 - 12:00

B2 R5220; Zoom Meeting 99219689653

Bayesian computational technique Bayesian computational statistics latent Gaussian models Point patterns spital point patterns

This dissertation advances Bayesian computation by developing a cross validation approach to assess LGCPs defined on Euclidean, manifolds or network domains and improving skewed posterior approximations for LGMs.

Multilevel Bayesian Neural Networks

Nov 1, 12:00 - 13:00

B9 L2 R2322

Bayesian computational technique Applied Machine Learning

Abstract In this talk we consider the application of multilevel Monte Carlo for Bayesian computation tasks in machine learning. There has recently been a synergy of statisticsand machine learning, promoting the application and development of new methodologies.Based on this we promote the use of multilevel Monte Carlo, which is a technique used toreduce the cost to attain a particular order of MSE with trace-class neural network priors. We provide some theoretical insights, and demonstrate the performance of our methodologyon different model problems such as classification and reinforcement