Congratulations to Professor Anthony Lee – Unit Director for Statistical Computing 1 in the Compass CDT programme – and Professor Nick Whiteley – Compass CDT Director – who have been appointed to the position of Heilbronn Chairs in Data Science. Anthony and Nick have distinguished themselves as internationally outstanding leaders in their field and these appointments support our position as one of the top centres for statistical and data science in the UK.
We’re are delighted to welcome Pierre Jacob, Associate Professor of Statistics at Harvard University, to the University of Bristol in March.
Pierre will be delivering lectures for the COMPASS CDT students but all staff in the School of Maths are welcome to attend.
Title: Couplings and Monte Carlo
In his lectures, Pierre will cover couplings, total variation and optimal transport. He will describe the use of couplings in Monte Carlo methods, such as coupling from the past, diagnostics of convergence, and bias removal.
This event is sponsored by COMPASS – EPSRC Centre for Doctoral Training in Computational Statistics and Data Science.
As a visitor to the Heilbronn Institute he gave a series of data science lectures to Compass students on 27 November 2019
Introduction to the variational approach and examples: Mixture models, matrix completions and recommendations, deep learning
Theoretical analysis of variational methods
He will also present additional lectures during his visit on areas such as:
A Generalization Bound for Online Variational Inference
Mathieu Gerber, Compass Training Co-ordinator commented: “In his lectures Pierre has provided and proved one of the first general result about the validity of variational methods, which are popular tools to approximate high-dimensional posterior distributions”