Description
Omiros Papaspiliopoulos, Ph.D.
Professor of Statistics, Department of Decision Sciences
Bocconi University
“Variational Inference for Bi-Linear Mixed Models: A Study in Ideal Points”
Generalized bi-linear mixed models are the workhorse of applied Statistics and they are used for varied tasks such as small area estimation, item response theory, recommendation and analysis of networks. In modern applications, it is common that both the size of the data and the number of random effects are large. The motivation in this talk is ideal point estimation and uncertainty quantification for understanding ideology and the dynamics of voting in the European Parliament over the past 20 years. In the talk, we will see various (one-mode and two-mode) analyses of this data. The analysis is challenged by size: for example, the results we show for European Parliament 9 involve a model with more than 100,000 parameters trained on more than 16 million observations. Some findings are quite surprising including instances of structural holes and brokerage. In the talk, we will also see an overview of some theory we have developed that establishes favorable and unfavorable properties of computational methods for large-scale inference with bi-linear mixed models, including Gibbs sampling, conjugent gradient sampling, alternating least squares, but the main focus will be on variational inference. The theory is based on spectral properties of random matrices.
Biography
Omiros Papaspiliopoulos is a Full Professor at Bocconi University and previous to this he has held faculty positions at UPF in Barcelona and Warwick University, postdoctoral positions at Lancaster and Oxford, and has also worked in Berlin, Osaka, Paris, Madrid and Lima. He is co-editor of Biometrika since 2018, and has been an AE for JRSSB. He received the Guy Medal in 2010 by the Royal Statistical Society, and the DeGroot prize in 2021 for his book “An Introduction to Sequential Monte Carlo” with Nicolas Chopin. Papaspiliopoulos has extensive experience at directing postgraduate and undergraduate programs, and at executive education including teaching at the SDA Bocconi MBA program.
Variational Inference for Bi-Linear Mixed Models: A Study in Ideal Points
Location
BB 1.01.20L
Category:
Campus Events
