approximation

Recommender systems 2020-11-30 – 2021-07-19

Learning on tabular data 2020-11-30 – 2021-06-21

Optimal transport metrics Wasserstein distances, Monge-Kantorovich metrics, Earthmover distances 2019-05-30 – 2021-06-08

Deep generative models 2020-12-10 – 2021-06-08

Energy based models Inference with kinda-tractable un-normalized densities 2021-06-07

Stein’s method 2021-03-12 – 2021-06-01

Randomized low dimensional projections 2021-03-12 – 2021-05-24

Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17

Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2021-05-12

Inference without KL divergence 2019-10-03 – 2021-04-23

Generically approximating probability distributions 2021-03-12 – 2021-03-22

Reparameterization tricks in inference Normalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2021-03-08

Measure concentration inequalities On being 80% sure you are only 20% wrong 2014-11-25 – 2021-03-04

Variational inference by message-passing in graphical models 2014-11-25 – 2020-11-25

ELBO Evidence lower bound, variational free energy etc 2020-10-02 – 2020-10-28

Efficient factoring of GP likelihoods 2020-10-16 – 2020-10-26

Differentiating through the Gamma 2020-06-12 – 2020-10-15

Data summarization On maps drawn at smaller than 1:1 scale 2019-01-14 – 2020-09-18

Variational autoencoders 2019-11-04 – 2020-09-10

Variational inference On fitting the best model one can be bothered to 2016-03-22 – 2020-05-24

Likelihood free inference 2020-04-22

The interpretation of densities as intensities and vice versa Point process of observations ↔ observation of a point process 2016-09-13 – 2019-09-23

Nearly sufficient statistics How about “Sufficient sufficiency”? — is that taken? 2018-03-13 – 2019-01-14

Metric entropy 2017-02-13

Statistical learning theory Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc 2016-07-06 – 2016-08-16

Expectation propagation 2015-10-26