BSU Seminar Series

Dr Dennis Prangle, Lecturer in Statistics, University of Newcastle

Title: Variational inference for stochastic differential equations and other time series models

Abstract: Using recent advances in machine learning, variational inference can quickly infer parameters for simple regression-style models of big data sets. Models with more structure, such as temporal dependence, are more demanding. This talk presents a recent publication and ongoing work which aim to tackle this problem. The methods are illustrated on some simulated data examples motivated by inference for systems biology.