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Data Science and Statistics Seminar by Dr. Nicholas Marco (Duke) · Fri, Nov 13

Data Science and Statistics Seminar by Dr. Nicholas Marco (Duke)

When: Fri, Nov 13
Where: Engineering and Computer Science South (ECSS)
Category: community

Title: Adaptive Generalized Elliptical Slice Sampling Abstract: A central goal in Bayesian computation is designing MCMC algorithms that are broadly applicable, bypass the need for manual tuning, and scale efficiently with dimension. Elliptical slice sampling meets many of these desiderata: it is tuning-free, does not require differentiability of the target distribution, automatically adapts its step size to local geometry, and, through generalized elliptical slice sampling, can be applied to a broad collection of target distributions. Under favorable conditions, elliptical slice sampling can…

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Data Science and Statistics Seminar by Dr. Nicholas Marco (Duke) · Fri, Nov 13 · Engineering and Computer Sci…

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