Sumários

Optimisation

19 Novembro 2025, 09:30 • André Maria da Silva Dias Moitinho de Almeida

Computational exercises on optimisation

Optimisation - III

19 Novembro 2025, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Approaches (cont)
    • Markov Chain Monte-Carlo algorithms
      • Metropolis-Hastings
      • Gibbs
      • Parallel tempering
    • Integrated nested Laplace approximations (INLA)

Optimisation - II

18 Novembro 2025, 14:00 • André Maria da Silva Dias Moitinho de Almeida

  • Approaches (cont)
    • Gradient descent generalizations (brief mention): Stochastic Gradient Descent (SGD) with mini-batches; Adding momentum (GDM); AdaGrad (Adaptive Gradient Algorithm); RMSprop; ADAM (Adaptive Gradient Algorithm)
    • Markov Chain Monte-Carlo - theoretic foundations

Maximum Likelihood

12 Novembro 2025, 09:30 • André Maria da Silva Dias Moitinho de Almeida

Computational exercises on maximum likelihood inference

Optimisation - I

12 Novembro 2025, 08:30 • André Maria da Silva Dias Moitinho de Almeida

  • Goal: minimum/maximum search of cost function, likelihood, posterior, etc
  • Approaches
    • Brute force (and the curse of dimensionality)
    • Gradient descent