Introduction to Kullbach-Leibler Variational Methods
Friday 30th September
Organiser: Andrew Stuart
All lectures to be held in Room B3.02
A series of pedagogical lectures to introduce variational approximations for stochastic dynamical systems. Lecturers will be Dan Cornford and Michail Vrettas (Aston) and Manfred Opper (Berlin).
Programme
09:30 - 10:00 Registration (MRC Office)
 10:00 - 10:30 Dan Cornford (Aston) Introduction to Bayesian Inference 
 10:30 - 11:15 Manfred Opper (Berlin) Introduction to Variational Approximations 
 11:15 - 12:00 Tea/Coffee/Discussion 
 12:00 - 13:00 Manfred Opper (Berlin) Variational Gaussian Process Approximations 
 13:00 - 14:00 Lunch 
 14:00 - 14:30 Dan Cornford (Aston) Introduction to Data Assimilation 
 14:30 - 15:30 Michail Vrettas (Aston) VGPA for DA 
 15:30 - 17:00 Tea/Coffee/Discussion
