variational inference

Today was a great day of group meetings! At the stars group meeting, Stephen Feeney (Flatiron) showed us the Student t distribution, and showed how it can be used in a likelihood function (and with one additional parameter) to capture un-modeled outliers. Semyeong Oh (Princeton) updated us on the pair of stars she has found with identical space velocities but very different chemical abundances. And Joel Zinn (OSU) told us about new approaches to determining stellar parameters from light curves. This is something we discuss a lot at Camp Hogg,
so it is nice to see some progress!

We had the great idea to invite David Blei (Columbia) and Rajesh Ranganath (Princeton) to the Cosmology group meeting today. It was great! After long introductions around the (full) room, we gave the floor to Blei, who chose to tell us about the current landscape of variational methods for inference in large models with large data. His group has been doing lots there. The discussion he led also ranged over a great, wide range of things, including fundamental Bayesian basics, problem structure, and methods for deciding which range of inference methodologies might apply to your specific problem. The discussion was lively, and the whole event was another reminder that getting methodologists and astronomers into the same room is often game-changing. We have identified several projects to discuss more in depth for a possible collaboration.

[With this post, this blog just passed 2^11.5 posts. I realize that a fractional power of two is not that impressive, but it is going to be a long time to 2¹² and I'll be lucky to ever publish post number 2¹³!]