Statistics Seminar: Matt Wand -- Variational Approximations in Semiparametric Regression

Matt Wand
School of Mathematics and Applied Statistics
University of Wollongong

Location: Carslaw 173

Time:  2pm Friday, August 7, 2009

Title: Variational Approximations in Semiparametric Regression

Abstract:
Variational approximations are a body of analytic procedures for
handling difficult probability calculus problems. They have been used
extensively in Statistical Physics and Computer Science.
Variational approximations offer an alternative to Markov
chain Monte Carlo methods and have the advantage of being faster and
not requiring convergence diagnoses, albeit with some loss in
accuracy.  Despite the growing literature on variational
approximations, they currently have little presence in mainstream
Statistics.  We describe recent work on the transferral and adaptation
of variational approximation methodology to contemporary Statistics
settings such as generalised linear mixed models and semiparametric
regression. This talk represents joint research with 
and Professor Peter Hall and Dr John T. Ormerod.