Habilitation à Diriger des Recherches
14th October 2019, 10:30, Grand Amphitheatre, Inria Montbonnot.
Title: Bayesian Statistical Learning and Applications
Alessandra Guglielmi, Professor, Politecnico di Milano
Éric Moulines, Professeur, École polytechnique & Académie des Sciences
Yee Whye Teh, Professor, University of Oxford & DeepMind
Stéphane Girard, Directeur de recherche, Inria Grenoble Rhône-Alpes
Anatoli Juditsky, Professeur, Université Grenoble Alpes
Adeline Samson, Professeur, Université Grenoble Alpes
Preliminary talk, 14th October
9:45 - 10:15 Alessandra Guglielmi (Politecnico di Milano)
Title: Determinantal point process mixtures via spectral density approach
Abstract: We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead of using the rather restrictive case where analytical results are partially available, we adopt a spectral representation from which approximations to the DPP density functions can be readily computed. We later extend our model to incorporate covariate information in the likelihood and also in the assignment to mixture components, yielding a trade-off between repulsiveness of locations in the mixtures and attraction among subjects with similar covariates. We illustrate the model and posterior behavior using simulation scenarios and data illustrations.
From 12:30, in A109.