Event Diary
CRiSM Seminar - Iain Murray
Location: A1.01
Iain Murray (University of Edinburgh)
Sampling latent Gaussian models and hierarchical modelling
Sometimes hyperparameters of hierarchical probabilistic models are not well-specified enough to be optimized. In some scientific applications inferring their posterior distribution is the objective of learning.
Using a simple example, I explain why Markov chain Monte Carlo (MCMC) simulation can be difficult, and offer a solution for latent Gaussian models.