School Seminars and Colloquia

Variational Approximations in Statistics


by Professor Matt Wand

Institution: School of Mathematics and Applied Statistics, University of Wollongong
Date: Tue 9th September 2008
Time: 12:00 PM
Location: Russell Love Theatre, Richard Berry Bldg, The Uni of Melb

Abstract: Variational approximations have been used extensively in Statistical Physics and Computer Science as a means of overcoming difficult probability calculus problems, and offer an alternative to (Markov chain) Monte Carlo methods.. We describe recent work on the transferral and adaptation of variational apprxoiamtion methodology to contemporary Statistics settings. Particular attention is paid to generalised linerr mixed models and semiparametric regression. This talk represents joint research with Dr John T Ormerod

For More Information: Contact: Paul Pearce

Colloquium Website