\dm_csml_event_details UCL ELLIS

Modern Bayesian Experimental Design


Speaker

Tom Rainforth

Affiliation

University of Oxford

Date

Friday, 24 March 2023

Time

12:00-13:00

Location

Function Space, UCL Centre for Artificial Intelligence, 1st Floor, 90 High Holborn, London WC1V 6BH

Link

https://ucl.zoom.us/j/97245943682

Event series

Jump Trading/ELLIS CSML Seminar Series

Abstract

Bayesian experimental design (BED) provides a powerful and general framework for optimizing the design of experiments. However, its deployment often poses substantial computational challenges that can undermine its practical use. In this talk, I will outline how recent advances have transformed our ability to overcome these challenges and thus utilize BED effectively, before discussing some key areas for future development in the field.  Related review paper: https://arxiv.org/abs/2302.14545

Biography

I am a Senior Research Fellow in Machine Learning and a faculty member of the OxCSML Group in the Department of Statistics at the University of Oxford, where I run the RainML Research Lab (https://rainml.uk/).  My research covers a wide range of topics in and around machine learning and experimental design, with areas of particular interest including Bayesian experimental design, deep learning, representation learning, generative models, Monte Carlo methods, active learning, probabilistic programming, and variational inference.