computational advances in approximate Bayesian methods [at JSM]

Another broadcast for an ABC (or rather ABM) session at JSM, organised and chaired by Robert Kohn, taking place tomorrow at 10am, ET, i.e., 2pm GMT, with variational and ABC talks:

454 * Thu, 8/6/2020, 10:00 AM – 11:50 AM Virtual
Computational Advances in Approximate Bayesian Methods — Topic Contributed Papers
Section on Bayesian Statistical Science
Organizer(s): Robert Kohn, University of New South Wales
Chair(s): Robert Kohn, University of New South Wales
10:05 AM Sparse Variational Inference: Bayesian Coresets from Scratch
Trevor Campbell, University of British Columbia
10:25 AM Fast Variational Approximation for Multivariate Factor Stochastic Volatility Model
David Gunawan, University of Wollongong; Robert Kohn, University of New South Wales; David Nott, National University of Singapore
10:45 AM High-Dimensional Copula Variational Approximation Through Transformation
Michael Smith, University of Melbourne; Ruben Loaiza-Maya, Monash University ; David Nott, National University of Singapore
11:05 AM Mini-Batch Metropolis-Hastings MCMC with Reversible SGLD Proposal
Rachel Wang, University of Sydney; Tung-Yu Wu, Stanford University; Wing Hung Wong, Stanford University
11:25 AM Weighted Approximate Bayesian Computation via Large Deviations Theory
Cecilia Viscardi, University of Florence; Michele Boreale, University of Florence; Fabio Corradi, University of Florence; Antonietta Mira, Università della Svizzera Italiana (USI)
11:45 AM Floor Discussion

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