Data Science/Computational Social Science Seminar: Yian Ma
MCMC, variational inference, and reverse diffusion Monte Carlo
Abstract
I will introduce some recent progress towards understanding the scalability of Markov chain Monte Carlo (MCMC) methods and their comparative advantage with respect to variational inference. I will fact-check the folklore that "variational inference is fast but biased, MCMC is unbiased but slow". I will then discuss a combination of the two via reverse diffusion, which holds promise of solving some of the multi-modal problems. This talk will be motivated by the need for Bayesian computation in reinforcement learning problems as well as the differential privacy requirements that we face.
Speaker bio
Yian Ma is an assistant professor at the Halıcıoğlu Data Science Institute, UC San Diego, where he serves as the vice chair for the graduate programs. Prior to UCSD, he spent a year as a visiting faculty at Google Research. Before that, he was a post-doctoral fellow at UC Berkeley, hosted by Mike Jordan. Yian completed his Ph.D. at University of Washington. His current research primarily revolves around scalable inference methods for credible machine learning, with application to time series data and sequential decision making tasks. He has received the Facebook research award, the Stein fellowship, and the best paper awards at the Neurips and ICML workshops.
About the DS/CSS seminar series
The University of Michigan School of Information’s Data Science/Computational Social Science seminar series brings together a vibrant and diverse community of scholars whose cutting-edge research in information science, computer science and the social sciences aims to broaden our understanding of important social and technological issues.
Organizers for the fall 2024 series are UMSI assistant professors Paramveer Dhillon and Sabina Tomkins.