December 15th, 2010 @ 11:30am : Iain Murray (University of Edinburgh)

Sampling hyperparameters of latent Gaussian models

Iain Murray (University of Edinburgh)

[This is a repeat of my NIPS talk]

Sometimes hyperparameters of hierarchical probabilistic models are not well-specified enough to be optimized. In some scientific applications inferring their posterior distribution is the objective of learning. Using a simple example, I explain why Markov chain Monte Carlo (MCMC) simulation can be difficult, and offer a solution for latent Gaussian models.

This is joint work with Ryan Adams.

seminars/seminaritems/2010-12-15.txt · Last modified: 2011/02/27 17:07 by yann