Speaker: Zixia Sheng, CEO, New Hope Financial Services Abstract: Recent new technologies (Fintech and 5G) have had a profound impact on extending the boundaries of firms into more complicated financial ecology system. Nowadays in China, a typical traditional loan underwriting procedure within a bank has been fulfilled by different external parties (e.g. online portals, marketing…
Abstract: Accurate estimation and inference in finite sample is important for decision making in many experimental and social fields, especially when the available data are complex, like when they include mixed types of measurements, they are dependent in several ways, there are missing data, outliers, etc. Indeed, the more complex the data (hence the models),…
IDS.190 – Topics in Bayesian Modeling and Computation Speaker: Daniel Simpson (University of Toronto) Abstract: Abstract: As data becomes more complex and computational modelling becomes more powerful, we rapidly find ourselves beyond the scope of traditional statistical theory. As we venture beyond the traditional thunderdome, we need to think about how to cope with this…
Abstract: Real-world data typically do not fit statistical models or satisfy assumptions underlying the theory exactly, hence reducing the number and strictness of these assumptions helps to lessen the gap between the “mathematical” world and the “real” world. The concept of robustness, in particular, robustness to outliers, plays the central role in understanding this gap. The goal…
IDS.190 – Topics in Bayesian Modeling and Computation Abstract: MCMC methods yield approximations that converge to quantities of interest in the limit of the number of iterations. This iterative asymptotic justification is not ideal: it stands at odds with current trends in computing hardware. Namely, it would often be computationally preferable to run many short…
Abstract: What happens when an optimization problem has a good solution built into it, but which is partly obscured by randomness? Here we revisit a classic polynomial-time problem, the minimum perfect matching problem on bipartite graphs. If the edges have random weights in , Mézard and Parisi — and then Aldous, rigorously — showed that…
IDS.190 – Topics in Bayesian Modeling and Computation Abstract: Probabilistic programming is an emerging field at the intersection of programming languages, probability theory, and artificial intelligence. This talk will show how to use recently developed probabilistic programming languages to build systems for robust 3D computer vision, without requiring any labeled training data; for automatic modeling…
Title: Theoretical Foundations of Active Machine Learning Abstract: The field of Machine Learning (ML) has advanced considerably in recent years, but mostly in well-defined domains using huge amounts of human-labeled training data. Machines can recognize objects in images and translate text, but they must be trained with more images and text than a person can…
IDS.190 Topics in Bayesian Modeling and Computation *Note: The speaker this week will give two shorter talks within the usual session Title: Behavior of the Gibbs sampler in the imbalanced case Abstract: Many modern applications collect highly imbalanced categorical data, with some categories relatively rare. Bayesian hierarchical models combat data sparsity by borrowing information, while also…
Abstract: Studies of health behaviors using observational data are prone to bias from selection in behavior choices. How important are these biases? Are they dynamic - that is, are they influenced by the recommendations we make? Are there formal assumptions under which we can use information we have about selection on observed variables to learn…