Guest: Silvana Pesenti - University of Toronto
Topic: Projections and Barycentre of Processes
Date: Friday, March 20
Time: Noon to 1 p.m.
Location: SA6012
This talk presents approaches for combining probabilistic models of stochastic processes through the projection of models onto constraint sets. We investigate the problem of an agent seeking a probability measure that best reconciles multiple expert models while satisfying certain constraints. The optimal model is the one that minimizes the Kulback-Leibler projected onto the constraint set. We provide explicit characterizations of the optimal models and develop deep learning algorithms to simulate under the combined model
Contact:
Cherie Secrist | cherie.secrist@uleth.ca | (403) 329-2470