Introduction to Kullbach-Leibler Variational Methods

Friday 30th September

Organiser: Andrew Stuart

All lectures to be held in Room B3.02

A series of pedagogical lectures to introduce variational approximations for stochastic dynamical systems. Lecturers will be Dan Cornford and Michail Vrettas (Aston) and Manfred Opper (Berlin).

 Poster pdf (PDF Document)

Programme

09:30 - 10:00 Registration (MRC Office)
10:00 - 10:30 Dan Cornford (Aston) Introduction to Bayesian Inference
10:30 - 11:15 Manfred Opper (Berlin) Introduction to Variational Approximations
11:15 - 12:00 Tea/Coffee/Discussion
12:00 - 13:00 Manfred Opper (Berlin) Variational Gaussian Process Approximations
13:00 - 14:00 Lunch
14:00 - 14:30 Dan Cornford (Aston) Introduction to Data Assimilation
14:30 - 15:30 Michail Vrettas (Aston) VGPA for DA
15:30 - 17:00 Tea/Coffee/Discussion

 Printable Programme pdf (PDF Document)