2:00 pm
Charles MARGOSSIAN (Columbia) – “Nested $\hat R$: Assessing the convergence of Markov chains Monte Carlo when running many short chains”
Statistical Seminar: Time: 2:00 pm -2.45pm Date: 07th of July 2022 Place: Room 3001 Charles MARGOSSIAN (Columbia) - "Nested $\hat R$: Assessing the convergence of Markov chains Monte Carlo when running many short chains" Abstract: The growing availability of hardware accelerators, such as GPUs, has generated interest in MCMC strategies where we run many chains […]
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Mathieu GERBER (Bristol University) ” A Global Stochastic Optimization Particle Filter Algorithm”
Statistical Seminar: Time: 2:45 pm -3.30pm Date: 07th of July 2022 Place: Room 3001 Mathieu GERBER (Bristol University) " A Global Stochastic Optimization Particle Filter Algorithm" Abstract:We introduce a new online algorithm for expected log-likelihood maximization in situations where the objective function is multi-modal and/or has saddle points, that we term G-PFSO. The key element […]
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