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Yang Zhang

An Introduction to MCMC for Machine Learning

Yang Zhang discussing a paper by Christophe Andrieu, Nando De Freitas, Arnaud Doucet and Michael I. Jordan , 11/04/2014, 4:30-5:30pm, BI 2369

This talk will discuss the paper An Introduction to MCMC for Machine Learning by Christophe Andrieu, Nando De Freitas, Arnaud Doucet and Michael I. Jordan. Abstract: The purpose of this introductory paper is threefold. First, it introduces the Monte Carlo method with emphasis on probabilistic machine learning. Second, it reviews the main building blocks of modern Markov chain Monte Carlo simulation, thereby providing and introduction to the remaining papers of this special issue. Lastly, it discusses new interesting research horizons.

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