When? Wednesday September 4th 11.30-13.00
Where? D1140, Campus V\u00e4xj\u00f6.
Registration: No registration needed – just come by<\/p>\n\n\n\n
We have a guest visit from Sebastian Zeng from Universit\u00e4t Salzburg (Austria) who will give a guest lecture with the title Latent SDEs on Homogeneous Spaces<\/em><\/strong><\/p>\n\n\n\n Abstract: We consider the problem of variational Bayesian inference in a latent variable model where a (possibly complex) observed stochastic process is governed by the solution of a latent stochastic differential equation (SDE). Motivated by the challenges that arise when trying to learn an (almost arbitrary) latent neural SDE from data, such as efficient gradient computation, we take a step back and study a specific subclass instead. In our case, the SDE evolves on a homogeneous latent space and is induced by stochastic dynamics of the corresponding (matrix) Lie group. In learning problems, SDEs on the unit n-sphere are arguably the most relevant incarnation of this setup. Notably, for variational inference, the sphere not only facilitates using a truly uninformative prior, but we also obtain a particularly simple and intuitive expression for the Kullback-Leibler divergence between the approximate posterior and prior process in the evidence lower bound. Experiments demonstrate that a latent SDE of the proposed type can be learned efficiently by means of an existing one-step geometric Euler-Maruyama scheme. Despite restricting ourselves to a less rich class of SDEs, we achieve competitive or even state-of-the-art results on various time series interpolation\/classification problems.<\/p>\n\n\n\n For more information or questions about the seminar, please contact: When? Wednesday September 4th 11.30-13.00Where? D1140, Campus V\u00e4xj\u00f6.Registration: No registration needed – just come by We have a guest visit from Sebastian Zeng from Universit\u00e4t Salzburg (Austria) who will give a guest lecture with the title Latent SDEs on Homogeneous Spaces Abstract: We consider the problem of variational Bayesian inference in a latent variable model […]<\/p>\n","protected":false},"author":401,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[93],"tags":[],"class_list":["post-645","post","type-post","status-publish","format-standard","hentry","category-blogg"],"acf":[],"yoast_head":"\r\n
– Wolfgang Bock wolfgang.bock@lnu.se<\/a> or Jonas Nordqvist jonas.nordqvist@lnu.se<\/a> <\/p>\n","protected":false},"excerpt":{"rendered":"