Speaker |
Harita Dellaporta |
|---|---|
Affiliation |
University of Warwick |
Date |
Friday, 13 May 2022 |
Time |
12:00-13:00 |
Location |
G08 Sir David Davies LT, UCL Roberts Building, London WC1E 7JE |
Link |
https://ucl.zoom.us/j/97245943682 |
Event series |
Jump Trading/ELLIS CSML Seminar Series |
Abstract |
Simulator-based models are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice. In this talk, I will present a novel algorithm based on the posterior bootstrap and maximum mean discrepancy estimators. This leads to a highly-parallelisable Bayesian inference algorithm with strong robustness properties. This is demonstrated through an in-depth theoretical study which includes generalisation bounds, frequentist consistency and robustness of our posterior guarantees. The approach is then illustrated on a range of examples including a g-and-k distribution and a toggle-switch model. |
Biography |
Harita is a second-year PhD student at the Warwick CDT in Mathematics & Statistics under the supervision of Prof. Theo Damoulas. Prior to this, Harita obtained an MSc in Computational Statistics & Machine Learning from UCL. Her research focuses on generalised notions of Bayesian inference with emphasis on robustness and model misspecification. |