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Upcoming Events › Stochastics and Statistics Seminar Series

The MIT Statistics and Data Science Center hosts guest lecturers from around the world in this weekly seminar.

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September 2020

TBD

September 25, 2020 @ 11:00 am - 12:00 pm

Dylan Foster (MIT)

online

TBD

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October 2020

Bayesian inverse problems, Gaussian processes, and partial differential equations

October 2, 2020 @ 11:00 am - 12:00 pm

Richard Nickl (University of Cambridge)

online

Abstract: The Bayesian approach to inverse problems has become very popular in the last decade after seminal work by Andrew Stuart (2010) and collaborators. Particularly in non-linear applications with PDEs and when using Gaussian process priors, this can leverage powerful MCMC methodology to tackle difficult high-dimensional and non-convex inference problems. Little is known in terms of rigorous performance guarantees for such algorithms. After laying out the main ideas behind Bayesian inversion, we will discuss recent progress providing both statistical and…

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TBD

October 9, 2020 @ 11:00 am - 12:00 pm

Gábor Lugosi (Pompeu Fabra University )

online

TBD

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TBD

October 16, 2020 @ 11:00 am - 12:00 pm

Carola-Bibiane Schönlieb (University of Cambridge )

online

TBD

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TBD

October 23, 2020 @ 11:00 am - 12:00 pm

Jose Blanchet (Stanford University)

online

TBD

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TBD

October 30, 2020 @ 11:00 am - 12:00 pm

Alessandro Rinaldo (Carnegie Mellon University)

online

TBD

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November 2020

TBD

November 6, 2020 @ 11:00 am - 12:00 pm

Daniela Witten (University of Washington)

online

TBD

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TBD

November 13, 2020 @ 11:00 am - 12:00 pm

Mary Wootters (Stanford University )

online

TBD

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TBD

November 20, 2020 @ 11:00 am - 12:00 pm

Arnaud Doucet (University of Oxford)

online

TBD

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