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MIA Talks

Probabilistic generative models and posterior inference

September 21, 2016
Dept. of Computer Science, Princeton University

To model data we desire to express assumptions about the data, infer hidden structure, make predictions, and simulate new data. In this talk, I will describe how probabilistic generative models provide a common toolkit to meet these challenges. I will first present these ideas in a toy setting followed by discussing the range of probabilistic generative models from structural to algorithmic. Next I will present an in depth view of deep exponential families, a class of probability models containing both predictive and interpretive models. I will end with the central computational problem in realizing the promise of probabilistic generative models: posterior inference. I will demonstrate why deriving inference is tedious and will touch on black box variational methods which seek to alleviate this burden.