Archive for variational inference
London Meeting on Computational Statistics 28-29 April 2026, plus a UCL lecture by Lester Mackey
Posted in Books, pictures, Statistics, Travel, University life with tags Augustus de Morgan, Britain, computational statistical physics, gradient flows, London, London Mathematical Society, Monte Carlo methods, Monte Carlo Statistical Methods, simulation-based inference, The Shard, UCL, UCL Institute for Mathematical and Statistical Sciences, United Kingdom, University College London, variational inference on February 6, 2026 by xi'an
mostly Monte Carlo, November
Posted in pictures, Statistics, Travel, University life with tags coupling, f-divergence, MCMC, Monte Carlo Statistical Methods, Paris Sciences et Lettres, PariSanté campus, PSL, seminar, Università Bocconi, Université Paris Dauphine, University of Warwick, variational inference on November 7, 2025 by xi'an
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Omiros Papaspiliopoulos (Università Bocconi): Bilinear mixed models and variational inference
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Adrien Corenflos (University of Warwick): A coupling-based approach to f-divergences diagnostics for Markov chain Monte Carlo [recently discussed on the ‘Og]
Abstracts are available on the seminar’s website
gradient flow for projected Langevin dynamics
Posted in Books, Statistics, University life with tags Columbia University, coupling, gradient flow, Langevin diffusion, metro station, New York city, New York metro, NYC, optimal transport, SDEs, seminar, SMC, unadjusted Langevin algorithm, Université Paris Dauphine, variational inference on April 7, 2025 by xi'an
Daniel Lacker (Columbia U) gave a talk at the probability seminar of Paris Dauphine this week which I happened to attend by happenstance, on a recent paper, Projected Langevin dynamics and a gradient flow for entropic optimal transport, written with Giovanni Conforti and, Soumik Pal. The talk was quite progressive and I hence could follow most of it. The core idea is in studying Langevin-type diffusion dynamics that sample from an entropy-regularized optimal transport, i.e. looking for an optimal distribution (in the sense of achieving entropy minimisation problem within a Wasserstein space, with regularisation) obtained via a gradient flow equation (as eg in variational inference) that couples two SDEs that are recentred by conditional expectation terms. Expectations in the equations are estimated by a Nadaraya-Watson estimate in optimal transport problem (reminding me of SMC), with no theoretical derivation of an optimal bandwidth, and they achieve quantitive bounds on the convergence, namely for exponential convergence, energy decay and new logarithmic Sobolev inequalities. From the talk and a quick glance at the paper, it is unclear to me there are direct algorithmic consequences, since the SDEs need be discretised, while the expectation approximations are costly, being repeated at each iteration of the discretised SDE.
approximate inference in theory & practice, IHP, Paris, 10-11 June 2024
Posted in Statistics, University life with tags approximate inference, conference, ENSAE, ESSEC, IHP, Institut Henri Poincaré, Panthéon, simulation-based methods, variational inference, workshop on March 6, 2024 by xi'an
Researchers from ESSEC and ENSAE are organising a workshop at Institut Henri Poincaré, next June. This workshop will focus on exploring the latest advancements in Approximate Inference methods, with an emphasis on techniques such as Variational Inference and its related approaches. We aim to explore recent breakthroughs in computer science and statistics that enable inference across large-scale models and big datasets, surpassing conventional simulation-based methods. The workshop will bring together researchers from statistics, computer science, and econometrics to exchange ideas on cutting-edge methodological advances and their practical applications. Registration is open and program is available.
Éric turns 60
Posted in Books, Mountains, Statistics, Travel, University life with tags Aussois, birthday, Dent Parrachée, ERC Synergy Grant, Eric Moulines, Festschrift, French Alps, generative models, IHP, Institut Henri Poincaré, Maurienne, Paris, Vanoise, variational inference on July 14, 2023 by xi'an |
Conférence en l’honneur d’Eric Moulines13-14 sept. 2023 IHP Paris (France)
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There will be a conference / Festschrift held for the 60th birthday of Eric Moulines [longtime friend, coauthor, ERC Synergy co-PI, whom I almost killed when missing a catch on Dent Parrachée!] at Institut Henri Poincaré, Paris, on 13 and 14 September 2023. Registration is free, but compulsory.
These two days will celebrate the variety of the research topics covered by Eric Moulines over thirty years and the broad and thorough impact he had on many different scientific communities. In particular, through more than 100 papers published in highly selective journals, he has made essential contributions in as many fields as statistical signal processing, time series analysis, inference in partially observed models, non-linear filtering, computational statistics, Markov Chain Monte Carlo, stochastic optimization methods, as well as hot topics related to artificial intelligence like generative models, variational inference or Bayesian machine learning.
