For the tenth year, MIT and Microsoft New England are proud to collaborate with Women in Data Science (WiDS) Worldwide to bring the WiDS regional conference to Cambridge, Massachusetts. This one-day conference will feature an all-female lineup of speakers and panelists from academia and industry to talk about the latest data science-related research in a number of domains, and to learn how leading-edge researchers and companies are leveraging data science for success.
Abstract: Mean-field variational inference (MFVI) approximates a target distribution with a product distribution in the standard coordinate system, offering a scalable approach to Bayesian inference but often severely underestimating uncertainty due to neglected dependence. We show that MFVI can be greatly improved when performed along carefully chosen principal component axes rather than the standard coordinates. The principal components are obtained from a cross-covariance matrix of the target’s score function and identify orthogonal directions that capture the dominant discrepancies between the…
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