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Update 2023-11-24-Caron.md
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KaiZTeh authored Nov 22, 2023
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Expand Up @@ -9,6 +9,6 @@ location: Function Space, UCL Centre for Artificial Intelligence, 1st Floor, 90
speaker: Alberto Caron
affiliation: Alan Turing Institute
title: "Bayesian Structure Learning with Random Neighbourhood Samplers"
summary: ""
summary: "Structure learning is of interests in many disciplines (e.g., genomics, biology, ecology, etc.) where the aim is to reconstruct a graphical model, in the form of a Directed Acyclic Graph (DAG), underlying a set of random variables. Bayesian methods have demonstrated superiority, particularly in low data regimes, for their ability to learn a distribution over possible DAGs rather than just a Maximum A Posteriori. After briefly introducing the problem of (Bayesian) structure learning, and reviewing some of the popular MCMC based approaches, we propose a novel sampler, PARNI-DAG, that performs efficient sampling from the posterior on DAGs via a locally informed, adaptive random neighbourhood proposal that results in better mixing properties. We demonstrate PARNI-DAG mixing properties and accuracy in DAG learning on a series of experimental setups."
bio: ""
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