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X-WR-CALNAME:MCMC\, variational inference\, and reverse diffusion Monte Car
 lo
X-WR-TIMEZONE:America/Los_Angeles
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BEGIN:DAYLIGHT
TZOFFSETFROM:-0800
TZOFFSETTO:-0700
TZNAME:PDT
DTSTART:20070311T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=2SU
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DTSTART:20071104T020000
RRULE:FREQ=YEARLY;BYMONTH=11;BYDAY=1SU
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UID:2023-11-13-yian-ma@cml.ics.uci.edu
DTSTAMP:20231113T000000Z
SEQUENCE:57690
DTSTART;TZID=America/Los_Angeles:20231113T130000
DTEND;TZID=America/Los_Angeles:20231113T140000
SUMMARY:[CML Seminar] Yian Ma: MCMC\, variational inference\, and reverse d
 iffusion Monte Carlo
LOCATION:Donald Bren Hall 4011
DESCRIPTION:Yian Ma\, Assistant Professor\, Halıcıoğlu Data Science Inst
 itute\, University of California\, San Diego\n\nTitle: MCMC\, variational 
 inference\, and reverse diffusion Monte Carlo\n\nAbstract: I will introduc
 e some recent progress towards understanding the scalability of Markov cha
 in Monte Carlo (MCMC) methods and their comparative advantage with respect
  to variational inference. I will fact-check the folklore that variational
  inference is fast but biased\, MCMC is unbiased but slow. I will then dis
 cuss a combination of the two via reverse diffusion\, which holds promise 
 of solving some of the multi-modal problems. This talk will be motivated b
 y the need for Bayesian computation in reinforcement learning problems as 
 well as the differential privacy requirements that we face.\n\nhttps://cml
 .ics.uci.edu/seminars/2023-11-13-yian-ma
X-ALT-DESC;FMTTYPE=text/html:<html><body><b>Yian Ma</b>\, Assistant Profess
 or\, Halıcıoğlu Data Science Institute\, University of California\, San
  Diego<br><br><b>Title:</b> MCMC\, variational inference\, and reverse dif
 fusion Monte Carlo<br><br><b>Abstract:</b> I will introduce some recent pr
 ogress towards understanding the scalability of Markov chain Monte Carlo (
 MCMC) methods and their comparative advantage with respect to variational 
 inference. I will fact-check the folklore that variational inference is fa
 st but biased\, MCMC is unbiased but slow. I will then discuss a combinati
 on of the two via reverse diffusion\, which holds promise of solving some 
 of the multi-modal problems. This talk will be motivated by the need for B
 ayesian computation in reinforcement learning problems as well as the diff
 erential privacy requirements that we face.<br><br><a href="https://cml.ic
 s.uci.edu/seminars/2023-11-13-yian-ma">https://cml.ics.uci.edu/seminars/20
 23-11-13-yian-ma</a></body></html>
URL:https://cml.ics.uci.edu/seminars/2023-11-13-yian-ma
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