Talks and presentations

Implicit Metropolis-Hastings

January 20, 2020

Talk, HSE, Computer Science Faculty, Moscow, Russia

We have the meeting between “Machine Learning”-people and Physicists at the wonderful workshop Physics inspired Machine Learning. I presented our (Kirill Neklyudov, Evgenii Egorov, Dmitry Vetrov) paper on the fusion between MCMC and GANs. There is a video (in Russian) and very long slides. If you would like to take the global idea instantly, I propose to see our NeurIPS poster.

MaxEntropy Pursuit Variational Inference

June 07, 2019

Talk, ISNN, Skoltech, Moscow

I presented our (Evgenii Egorov, Kirill Neklydov, Ruslan Kostoev and Evgeny Burnaev) work on greedy semi-parametric Variational Inference. We propose a version of the Frank-Wolfe algorithm with entropy regularization in the density space. There are slides and full-text on arXiv, as well as published version.

MCMC tutorial at the MLSS’19

March 01, 2013

Tutorial, MLSS'19, Skoltech, Skoltech, Moscow

During MLSS at Skoltech, I give a small practical tutorial on MCMC for listners of wonderful Mark Gilorami talk on probabilistic numerics. There is notebook and video.