Our Warwick PhD student Shreya Sinha-Roy—who is now looking for a postdoctoral position next semester!—, along with Sherman Khoo, Ritabrata Dutta and myself, has now completed a paper on shrinkage priors for implicit generative models. That is, models based on deep neural networks and hence associated with intractable likelihoods. The work centres on developing and assessing an efficient training mechanism for these models, leveraging on tools from Bayesian model averaging using shrinkage (yay!) priors inspired from Lasso (rather than from my PhD years!) and generalized Bayes. In this large p (dimension of parameters) and small n (sample size of data) scenario, those sparsity inducing priors have been successfully used for linear regression when p is much larger than n, but have not been applied to implicit generative models due to the intractability of the likelihood function of the parameters of the model given observed data. Adapting a scoring rule posterior based on a strictly proper scoring rule as in generalized Bayes, we propose a block SGMCMC within Gibbs sampling mechanism to handle high dimensional parameter space for learning a sparse Bayesian model averaged neural implicit generative model in a sample efficient way. We illustrate excellent performance of our proposed method for p (much larger than n) linear regressions and three applications of neural generative models in tasks relevant to weather forecasting to reinforcement learning
Archive for MathPhDInFrance
back to shrinkage!
Posted in Books, Statistics, University life with tags Bayesian lasso, generalised Bayesian inference, generative model, Gibbs sampling, intractable likelihood, MathPhDInFrance, Rouen, shrinkage, Université de Rouen, University of Warwick, Warwickshire on February 12, 2026 by xi'an24 PhD fellowships in Mathematical Sciences partly in Paris
Posted in Kids, Travel, University life with tags Île-de-France, Centre for Doctoral Training in Mathematics and Statistics, COFUND, Grand Palais, Invalides, Marie Skłodowska-Curie, MathPhDInFrance, Paris, PhD fellowship, PhD scholarship, PhD thesis on January 10, 2024 by xi'an
Twenty-four PhD fellowships (“International Doctoral Training in Mathematical Sciences in France – MathPhDInFrance” co-funded by Marie Skłodowska-Curie Actions – HORIZON-MSCA-2022- COFUND) are available for the next academic year for a co-supervision between a laboratory in the Greater Paris region and another one in another French region. The applicants cannot have resided or carried out their main activity (work, studies, &c.) in France for more than 12 months in the three years immediately before the deadline of the call (i.e. between February 14th, 2021 and February 14th, 2024). They must be doctoral candidates, i.e. not yet awarded a doctoral degree by the deadline. Moreover, they must have a Master’s degree or an equivalent diploma at the time of their enrolment to PhD, in any domain of research in pure & applied mathematics, or theoretical computer science. The deadline is 14 February 2024 and applications do not require a confirmed supervisor at that time. (Obviously, feel free to contact me if interested.)
