Statistics Seminar - Dave Campbell - Overcoming Statistical Challenges from Multimodal Likelihoods

Description

Title: Overcoming Statistical Challenges from Multimodal Likelihoods

Speaker: Dave Campbell (Carleton University)

Abstract:  Multimodal likelihoods arise when parameters in some parts of the likelihood space at least partially fit the data, but that there exists a direction in which moving parameters degrades the likelihood before  eventually rising again.  In differential equation models this might be because there are several ways in which the model dynamics can fit parts of the data.  In mixture models multimodality might be caused by the models ability to switch model labels.  The main focus of this talk is on methods for overcoming multi-modality by incorporating model structure into the algorithm.   The talk ends with  multimodality challenges in inference for modern data types including covariate effects from unstructured text and over-parametrization in computer vision.

Date/Time: Tuesday March 9, 2021, 3:30 - 4:30 

Location: Virtual 

Join Zoom Meeting
https://mcmaster.zoom.us/j/95079221401?pwd=ZHFQUTIwSUtHd1pGOGhzc01xei9TQT09

Meeting ID: 950 7922 1401
Passcode: 016314
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