首页人工智能
   首页几何学
0


非参数贝叶斯随机规划的视角

A stochastic programming perspective on nonparametric Bayes
课程网址: http://videolectures.net/icml08_roy_spp/  
主讲教师: Daniel Roy
开课单位: 麻省理工学院
开课时间: 2008-08-04
课程语种: 英语
中文简介:
我们使用Church,一种图灵通用语言来表示随机生成过程及其诱导的概率分布,以研究和扩展非参数贝叶斯统计中的几个对象。我们将可交换性和de Finetti度量与函数式编程中的纯度和闭包概念联系起来。我们利用延迟评估为各种非参数贝叶斯对象提供有限的机器可执行表示。我们将Dirichlet过程的常见用法与memoization的随机概括联系起来,并使用这种抽象来紧凑地描述和扩展几个非参数模型。最后,我们简要讨论可计算性和推理的问题。
课程简介: We use Church, a Turing-universal language for stochastic generative processes and the probability distributions they induce, to study and extend several objects in nonparametric Bayesian statistics. We connect exchangeability and de Finetti measures with notions of purity and closures from functional programming. We exploit delayed evaluation to provide finite, machine-executable representations for various nonparametric Bayesian objects. We relate common uses of the Dirichlet process to a stochastic generalization of memoization, and use this abstraction to compactly describe and extend several nonparametric models. Finally, we briefly discuss issues of computability and inference.
关 键 词: 非参数; 贝叶斯随机规划; 视角
课程来源: 视频讲座网
最后编审: 2019-10-29:cwx
阅读次数: 46