Keynote 1: Frequentist Expectation Propagation (Prof. Matt Wand, University of Technology Sydney)

<div>Expectation propagation is a technique from computer science for overcoming tractability obstacles in inference for Bayesian graphical models. We show that the same principles can be used to provide fast approximate *frequentist* statistical inference. Focusing on the binary mixed model setting, we show that the inference&#160; is usually very accurate and likelihood-type theory is plausible for investigating questions such as consistency and asymptotic efficiency. It scales well to very large data sizes. This research represents joint work with Peter Hall, Iain Johnstone, Alan Huang, John Ormerod and James Yu.</div>

Speakers

Matt Wand

University of Technology Sydney

Event Quick Information

Date
19 Mar, 2018
Time
09:00 AM - 09:45 AM