免费福利资源在线看片

Guest: Silvana Pesenti - 免费福利资源在线看片 of Toronto

Topic: Projections and Barycentre of Processes

Date:聽 Friday, March 20

Time:聽 Noon to 1 p.m.聽

Location:聽 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