Statistics Across Campuses: Matt Wand -- Streamlined Variational Inference for Random Effects Models

STREAMLINED VARIATIONAL INFERENCE FOR RANDOM EFFECTS MODELS 

Date: Friday 7 August 2020 

Time: 3 pm 

Speaker: Prof Matt Wand (University of Technology Sydney) 

Abstract: 

Variational inference offers fast approximate inference for graphical models arising in
computer science and statistics.  However, for models containing random effects, direct
application of variational inference principles is not sufficient for fast inference due
to the sizes of the relevant design matrices.  We explain how the notion of matrix
algebraic streamlining is crucial for making variational inference practical for models
containing very high numbers of random effects.  Both nested higher level and crossed
random effect structures are discussed.  

Zoom Link: https://macquarie.zoom.us/j/99218303144