Statistics Seminar: Scalable inference for big hierarchical models

Speaker Name: 
Omiros Papaspiliopoulos
Speaker Title: 
ICREA Research Professor
Speaker Organization: 
Universitat Pompeu Fabra
Start Time: 
Monday, March 4, 2019 - 4:00pm
End Time: 
Monday, March 4, 2019 - 5:00pm
Location: 
E2-180 Simularium
Organizer: 
Bruno Sanso

Abstract: The talk will present recent results on scalable inference for big hierarchical models, either with crossed-effect structure (as for example ANOVA and recommender system models) or with nested-effect structure (as multilevel regression models). The talk is primary based on https://arxiv.org/abs/1803.09460https://arxiv.org/abs/1704.06064 and ongoing work 

 

Bio: Omiros Papaspiliopoulos is ICREA Research Professor at UPF. He is the Scientific Director of the Barcelona Graduate School of Economics Master's Degree in Data Science and the Data Science Center at BGSE. He is currently Deputy Editor for Biometrika and he has served as an Associate Editor for Biometrika, Journal of the Royal Statistical Society Series B, SIAM/ASA Journal of Uncertainty Quantification among others. His research has appeared in the top journals in Statistics, including several articles in the Journal of the Royal Statistical Society Series B, Biometrika and the Annals of Statistics. He has delivered more than 100 invited talks, and has given courses at ENSAE in Paris, Berlin Mathematical School, Department of Mathematics at University of Copenhagen, Engineering Department at Osaka University, CEMFI. In 2010 he was awarded the Royal Statistical Society's Guy Medal in Bronze. His research interests include Computational Methods, Bayesian Statistics, Stochastic Processes, Machine Learning.