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IDA Machine Learning Seminars - Fall 2018

Wednesday, October 10, 3.15 pm, 2018

CANCELLED. David will come October 9, 2019, instead.
David Blei
, Dept. of Computer Science, Columbia University
Abstract: TBA
Location: Ada Lovelace (Visionen)
Organizer: Mattias Villani

Wednesday, November 7, 3.15 pm, 2018

Conjugate Bayes for Probit Regression via Unified Skew-Normals
Daniele Durante
, Department of Decision Sciences, Bocconi University, Italy
Abstract: Regression models for dichotomous data are ubiquitous in statistics. Besides being useful for inference on binary responses, such methods are also fundamental building-blocks in more complex formulations, covering density regression, nonparametric classification, graphical models, and others. Within the Bayesian setting, inference typically proceeds by updating the Gaussian priors for the coefficients with the likelihood induced by probit or logit regressions for the binary responses. In this updating, the apparent absence of a tractable posterior has motivated a variety of computational methods, including Markov Chain Monte Carlo (MCMC) routines and algorithms which approximate the posterior. Despite being routinely implemented, current MCMC methodologies face mixing or time-efficiency issues in large p and small n studies, whereas approximate routines fail to capture the skewness typically observed in the posterior. In this seminar, I will show that the posterior distribution for the probit coefficients has indeed a unified skew-normal kernel, under Gaussian priors. This result allows fast and accurate Bayesian inference for a wide class of applications, especially in large p and small-to-moderate n studies where state-of-the-art computational methods face substantial issues. These notable advances are quantitatively outlined in a genetic study and are further generalized to improve classification via Bayesian Additive Regression Trees (BART).
Location: Ada Lovelace (Visionen)
Organizer: Hector Rodriguez-Deniz

Wednesday, December 5, 3.15 pm, 2018

Jouni Helske
, Division of Media and Information Technology, Linköping University.
Abstract: TBA
Location: Ada Lovelace (Visionen)
Organizer: Mattias Villani

Future Seminars

Spring 2019   |   Fall 2019

Past Seminars

Spring 2018   |   Fall 2017   |   Spring 2017   |   Fall 2016   |   Spring 2016  |   Fall 2015   |   Spring 2015   |   Fall 2014

The seminars are typically held every fourth Wednesday at 15.15-16.15 in Ada Lovelace (Visionen).
For further information, or if you want to be notified about the seminars by e-mail, please contact Mattias Villani.

Page responsible: Mattias Villani
Last updated: 2018-10-18