Meetings/Workshops on Applied Mathematics (in general) in France

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1
Masterclass in Bayesian Statistics (part of the Jean-Morlet Chair)
22 Oct 2018 - 26 Oct 2018 • CIRM Luminy, Marseille, France
Abstract:
Most scientific fields now face the issue of "big data", ie the influx of massive datasets, potentially with multiple and complex structure and, to deal with this data deluge, the Bayesian approach sounds particularly promising. This masterclass school aims at introducing novel and state-of-the art algorithmic and inferential tools, from advanced algorithms (Approximate Bayesian computation (ABC), synthetic likelihood, indirect inference, noisy and consensus Monte Carlo, Langevin diffusion subsampling, Hamiltonian Monte Carlo, sequential and asynchronous methods) to inference techniques for large data sets (synthetic likelihood, indirect and non-parametric inference, pseudolikelihood, variational approaches, automatic selection of summaries).
Event listing ID:
1018036

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Last updated: 18 February 2018