Variational approximations in statistics

Speaker(s): 
Matt Wand, UST Sydney
Date: 
Monday, December 9, 2013 - 2:00pm
Location: 
Spandauer Strasse 1, Room 23

Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods. However, much of the contemporary literature on variational approximations is in Computer Science rather than Statistics, and uses terminology, notation, and examples from the former field. In this series of lectures we explain variational approximation in statistical terms. In particular, we illustrate the ideas of variational approximation using examples that are familiar to statisticians.