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SUMMARY:Slice sampling with latent Gaussian models - Dr Iain Murray (Toron
 to / Edinburgh)
DTSTART:20100316T110000Z
DTEND:20100316T120000Z
UID:TALK23574@talks.cam.ac.uk
CONTACT:Zoubin Ghahramani
DESCRIPTION:Many probabilistic models incorporate multivariate Gaussian di
 stributions to explain dependencies between observed variables. Very easy 
 to apply inference algorithms would be useful for rapidly developing and e
 xploring such models. We have developed _Elliptical Slice Sampling_\, a sl
 ice-sampling variant that requires zero free parameters and is suitable fo
 r updating strongly coupled a-priori Gaussian variates given non-Gaussian 
 observations. We are also developing new robust slice samplers for updatin
 g covariance parameters.\n\nThis is work with Ryan P. Adams and David J.C.
  MacKay.
LOCATION:Engineering Department\, CBL Room 438
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