#  Statistics Colloquium: Yves Atchade (Boston University) 

 



####  calendar\_today Date and Time 

 **October 5, 2020** 

 10:30AM - 11:30AM EDT 

####  pin\_drop Location 

 **Zoom - please contact emilie_campanelli@fas.harvard.edu for more information**  



 

 



 

###    ![Headshot of Yves Atchade](/sites/g/files/omnuum10116/files/styles/hwp_1_1__360x360_scale/public/statistics-2/files/yves.png?itok=toYEJwB7) 

 

Title: 

 A computational framework for large scale Bayesian inference

###  Abstract:

 The talk deals with statistical models where the number of parameters in the model and/or the number of data points are very large. I will describe a simple spike-and-slab framework modeling strategy, and a novel approximate MCMC sampler to deal with the resulting posterior distribution. The approximate sampling algorithm is remarkably accurate as I will show with several examples. I will also describe some new results on the mixing times of the algorithm in the high-dimensional regime.



 

 



 

 See also:- [ Colloquia ](/event-type/colloquia)
 
 

 Share on:- [     Facebook ](#)
- [     Twitter ](#)
- [     Linkedin ](#)
 


 Save: [ Add to calendar calendar\_today ](https://statistics.fas.harvard.edu/node/1369548/event-feed.ics)  Copy link link