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MRC Biostatistics Unit

01223 768263|

June 2019

BSU Seminar Series: Dr Dennis Prangle, University of Newcastle – Tues 25th June 2pm

June 25 @ 2:00 pm - 3:00 pm
Large Seminar Room, IPH, Institute of Public Health, Forvie Site
Cambridge, CB2 0SR United Kingdom

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…

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