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PER Mini Course – David Blei, Professor of Statistics & Computer Science, Columbia University

Thursday, September 26, 2019 - Friday, September 27, 2019

Variational Inference: Foundations and Innovations

Venue:
The Program for Economic Research (PER)’s Fall Mini Course will be held in two parts.
Part I: Thursday, September 26, 2:30pm– 4:30pm, Room 301, Uris Hall (get directions)
Part II: Friday, September 27, 2:00pm-4:00pm, Room 301, Uris Hall (get directions).

*Open to current Columbia University students only

Speaker:
David Blei, Professor of Statistics & Computer Science, Columbia University

A core problem of modern statistics and machine learning is to approximate difficult-to-compute probability distributions. This problem is especially important in probabilistic modeling and Bayesian statistics, which frame all inference about unknown quantities as calculations about conditional distributions.

This tutorial reviews variational inference (VI), a method that approximates probability distributions through optimization. VI has been used in myriad applications in machine learning and tends to be faster than more traditional methods, such as Markov chain Monte Carlo sampling.

After discussing the basics of variational inference, Professor Blei will describe some of the pivotal tools for VI that have been recently developed: Monte Carlo gradients, black box variational inference, stochastic variational inference, and variational autoencoders. The Mini Course will conclude with a review of some of the unsolved problems in VI and promising research directions.

Registration:
The Mini Course is open to all current Columbia University students. Register here.

This conference is sponsored by Columbia University’s Program for Economic Research (PER).
Please direct all questions to econ-per@columbia.edu.

 

Details

Start:
Thursday, September 26, 2019
End:
Friday, September 27, 2019
Event Categories:
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Venue

NY United States + Google Map
1022 International Affairs Building (IAB)
Mail Code 3308  
420 West 118th Street
New York, NY 10027
Ph: (212) 854-3680
Fax: (212) 854-0749
Business Hours:
Mon–Fri, 9:00 a.m.–5:00 p.m.

1022 International Affairs Building (IAB)

Mail Code 3308

420 West 118th Street

New York, NY 10027

Ph: (212) 854-3680
Fax: (212) 854-0749
Business Hours:
Mon–Fri, 9:00 a.m.–5:00 p.m.