Statistics Seminar - Prof. Haavard Rue (KAUST)
| Dates: | 19 May 2025 |
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| Times: | 15:00 - 16:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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| Who is it for: | University staff, External researchers, Current University students |
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| Speaker: | Prof. Haavard Rue |
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Why we should care about Variational Bayes
Håvard Rue
KAUST, Kingdom of Saudi Arabia
In this talk I will discuss Variational Bayes (VB), what it is, why we should care, and why it should be an integral part of any (modern) statistician's toolbox. I will discuss our use of it in the R-INLA project, but also its role in the 'The Bayesian Learning Rule' from which a wide-range of algorithms can be derived from: ridge regression, Newton's method, Kalman filter, stochastic-gradient descent, RMSprop, and Dropout, Laplace's method, EM and so on.
Speaker
Prof. Haavard Rue
Organisation: KAUST
Travel and Contact Information
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Frank Adams 1 & 2
Alan Turing Building
Manchester
