Erratum - Talk by Ritabrata Dutta

[All About That Bayes]

Dear all,

the talk by Ritabrata Dutta is happening on January, 23 and not February, 23 as announced in the previous email! All details below!

Best regards,

The All About that Bayes organising team

January 23. 16:00 - Ritabrata Dutta (University of Warwick). The seminar will take place at PariSanté Campus (2 - 10 Rue d'Oradour-sur-Glane, 75015 Paris).

Title: Bayesian Model Averaging with exact inference of likelihood- free Scoring Rule Posteriors

Abstract: A novel application of Bayesian Model Averaging to generative models parameterized with neural networks (GNN) characterized by intractable likelihoods is presented. We leverage a likelihood-free generalized Bayesian inference approach with Scoring Rules. To tackle the challenge of model selection in neural networks, we adopt a continuous shrinkage prior, specifically the horseshoe prior. We introduce an innovative blocked sampling scheme, offering compatibility with both the Boomerang Sampler (a type of piecewise deterministic Markov process sampler) for exact but slower inference and with Stochastic Gradient Langevin Dynamics (SGLD) for faster yet biased posterior inference. This approach serves as a versatile tool bridging the gap between intractable likelihoods and robust Bayesian model selection within the generative modelling framework.