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October 2019

Behavior of the Gibbs Sampler in the Imbalanced Case/Bias Correction from Daily Min and Max Temperature Measurements

Natesh Pillai (Harvard)

October 2, 2019 @ 4:00 pm - 5:00 pm

IDS.190 Topics in Bayesian Modeling and Computation *Note:  The speaker this week will give two shorter talks within the usual session Title:   Behavior of the Gibbs sampler in the imbalanced case Abstract:   Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information, while also quantifying uncertainty. However, posterior computation presents a fundamental barrier to routine use; a single class of algorithms does not work well in all settings and…

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Probabilistic Programming and Artificial Intelligence

Vikash Mansinghka (MIT)

October 9, 2019 @ 4:00 pm - 5:00 pm

IDS.190 – Topics in Bayesian Modeling and Computation Abstract: Probabilistic programming is an emerging field at the intersection of programming languages, probability theory, and artificial intelligence. This talk will show how to use recently developed probabilistic programming languages to build systems for robust 3D computer vision, without requiring any labeled training data; for automatic modeling of complex real-world time series; and for machine-assisted analysis of experimental data that is too small and/or messy for standard approaches from machine learning and…

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Markov Chain Monte Carlo Methods and Some Attempts at Parallelizing Them

Pierre E. Jacob (Harvard University)

October 16, 2019 @ 4:00 pm - 5:00 pm

IDS.190 – Topics in Bayesian Modeling and Computation Abstract: MCMC methods yield approximations that converge to quantities of interest in the limit of the number of iterations. This iterative asymptotic justification is not ideal: it stands at odds with current trends in computing hardware. Namely, it would often be computationally preferable to run many short chains in parallel, but such an approach is flawed because of the so-called "burn-in" bias.  This talk will first describe that issue and some known…

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Esther Williams in the Harold Holt Memorial Swimming Pool: Some Thoughts on Complexity

Daniel Simpson (University of Toronto)

October 23, 2019 @ 4:00 pm - 5:00 pm

IDS.190 – Topics in Bayesian Modeling and Computation Speaker: Daniel Simpson (University of Toronto) Abstract: As data becomes more complex and computational modelling becomes more powerful, we rapidly find ourselves beyond the scope of traditional statistical theory. As we venture beyond the traditional thunderdome, we need to think about how to cope with this additional complexity in our model building.  In this talk, I will talk about a few techniques that are useful when specifying prior distributions and building Bayesian models…

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Using Bagged Posteriors for Robust Inference

Jonathan Huggins (Boston University)

October 30, 2019 @ 4:00 pm - 5:00 pm

IDS.190 – Topics in Bayesian Modeling and Computation **PLEASE NOTE ROOM CHANGE TO BUILDING 37-212 FOR THE WEEKS OF 10/30 AND 11/6** Speaker:   Jonathan Huggins (Boston University) Abstract: Standard Bayesian inference is known to be sensitive to misspecification between the model and the data-generating mechanism, leading to unreliable uncertainty quantification and poor predictive performance. However, finding generally applicable and computationally feasible methods for robust Bayesian inference under misspecification has proven to be a difficult challenge. An intriguing approach is…

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November 2019

Probabilistic Inference and Learning with Stein’s Method

Lester Mackey (Microsoft Research)

November 6, 2019 @ 4:00 pm - 5:00 pm

IDS.190 – Topics in Bayesian Modeling and Computation **PLEASE NOTE ROOM CHANGE TO BUILDING 37-212 FOR THE WEEKS OF 10/30 AND 11/6** Speaker: Lester Mackey (Microsoft Research) Abstract: Stein’s method is a powerful tool from probability theory for bounding the distance between probability distributions.  In this talk, I’ll describe how this tool designed to prove central limit theorems can be adapted to assess and improve the quality of practical inference procedures.  I’ll highlight applications to Markov chain sampler selection, goodness-of-fit testing, variational…

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Artificial Bayesian Monte Carlo Integration: A Practical Resolution to the Bayesian (Normalizing Constant) Paradox

Xiao-Li Meng (Harvard University)

November 13, 2019 @ 4:00 pm - 5:00 pm

Abstract: Advances in Markov chain Monte Carlo in the past 30 years have made Bayesian analysis a routine practice. However, there is virtually no practice of performing Monte Carlo integration from the Bayesian perspective; indeed,this problem has earned the “paradox” label in the context of computing normalizing constants (Wasserman, 2013). We first use the modeling-what-we-ignore idea of Kong et al. (2003) to explain that the crux of the paradox is not with the likelihood theory, which is essentially the same…

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A Causal Exposure Response Function with Local Adjustment for Confounding: A study of the health effects of long-term exposure to low levels of fine particulate matter

Francesca Dominici (Harvard University)

November 20, 2019 @ 4:00 pm - 5:00 pm

Abstract:   In the last two decades, ambient levels of air pollution have declined substantially. Yet, as mandated by the Clean Air Act, we must continue to address the following question: is exposure to levels of air pollution that are well below the National Ambient Air Quality Standards (NAAQS) harmful to human health? Furthermore, the highly contentious nature surrounding environmental regulations necessitates casting this question within a causal inference framework. Several parametric and semi-parametric regression modeling approaches have been used to…

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December 2019

Flexible Perturbation Models for Robustness to Misspecification

Jeffrey Miller (Harvard University)

December 4, 2019 @ 4:00 pm - 5:00 pm

Abstract: In many applications, there are natural statistical models with interpretable parameters that provide insight into questions of interest. While useful, these models are almost always wrong in the sense that they only approximate the true data generating process. In some cases, it is important to account for this model error when quantifying uncertainty in the parameters. We propose to model the distribution of the observed data as a perturbation of an idealized model of interest by using a nonparametric…

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The Statistical Finite Element Method

Mark Girolami, University of Cambridge

December 11, 2019 @ 4:00 pm - 5:00 pm

Abstract: The finite element method (FEM) is one of the great triumphs of modern day applied mathematics, numerical analysis and software development. Every area of the sciences and engineering has been positively impacted by the ability to model and study complex physical and natural systems described by systems of partial differential equations (PDE) via the FEM . In parallel the recent developments in sensor, measurement, and signalling technologies enables the phenomenological study of systems as diverse as protein signalling in the…

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