SMS scnews item created by Catherine Meister at Tue 20 Aug 2024 1014
Type: Seminar
Modified: Tue 20 Aug 2024 1022; Tue 20 Aug 2024 1024; Tue 20 Aug 2024 1551
Distribution: World
Expiry: 10 Sep 2024
Calendar1: 22 Aug 2024 1300-1400
CalLoc1: SMRI Seminar Room (A12 Room 301)
CalTitle1: One School Seminar: From Matrix Interpolation to Tensorized High-Dimensional Random Variable Simulation with Applications to Bayesian Computation
Auth: cmeister@w95s10l3.staff.sydney.edu.au (cmei0631) in SMS-SAML

One School Seminar: Cui -- From Matrix Interpolation to Tensorized High-Dimensional Random Variable Simulation with Applications to Bayesian Computation

Abstract: Simulating intractable high-dimensional random variables is one of the
fundamental challenges in stochastic computation.  This task has broad applications in
statistical physics, machine learning, uncertainty quantification, econometrics, and
beyond.  In this talk, we will present how to formulate such tasks as function
approximation problems and solve them using tensor computation.  We will also show how
the tensor computation problem can be reduced to simple recursive matrix
interpolations.  As a result, we obtain algorithms with complexity linear in the problem
dimension.  We will demonstrate the efficiency and efficacy of our developed methods on
a range of Bayesian computation problems, including parameter estimation for dynamical
systems, PDE-constrained inverse problems, and Bayesian filtering.  

Details for zoom link below: 

Topic: One School Seminar Time: Aug 22, 2024 01:00 PM Canberra, Melbourne, Sydney 

Join from PC, Mac, Linux, iOS or Android:
https://uni-sydney.zoom.us/j/83264672577?pwd=vetynPWgE2sfmagdrVAnFVSHKKZt4u.1 Password:
541489 

Or an H.323/SIP room system: Dial: 83264672577@@zmau.us or SIP:83264672577@zmau.us or
103.122.166.55 Meeting ID: 83264672577 Password: 541489