Colloquium Series: Lester Mackey
Date and Time
Location
Our upcoming event for the Statistics Department Colloquium Series is scheduled for Monday, September 9 from 12:00 – 1:00pm (ET) and will be an in-person presentation Science Center Rm. 316. Lunch will be provided to guests following the talk. This week's speaker will be Lester Mackey of the Statistics department at Stanford University.
Advances in Distribution Compression
This talk will introduce three new tools for summarizing a probability distribution more effectively than independent sampling or standard Markov chain Monte Carlo thinning:
- Given an initial n point summary (for example, from independent sampling or a Markov chain), kernel thinning finds a subset of only square-root n points with comparable worst-case integration error across a reproducing kernel Hilbert space.
- If the initial summary suffers from biases due to off-target sampling, tempering, or burn-in, Stein kernel thinning simultaneously compresses the summary and improves the accuracy by correcting for these biases.
- Finally, Compress++ converts any unbiased quadratic-time thinning algorithm into a near-linear-time algorithm with comparable error.
These tools are especially well-suited for tasks that incur substantial downstream computation costs per summary point like organ and tissue modeling in which each simulation consumes thousands of CPU hours.
Based on joint work with Raaz Dwivedi, Marina Riabiz, Wilson Ye Chen, Jon Cockayne, Pawel Swietach, Steven A. Niederer, Chris. J. Oates, Abhishek Shetty, Carles Domingo-Enrich, and Lingxiao Li.