<html><head><meta http-equiv="content-type" content="text/html; charset=utf-8"></head><body dir="auto"><br id="lineBreakAtBeginningOfSignature"><blockquote type="cite"><div dir="ltr"><blockquote type="cite"><div dir="ltr"><b><br>From:</b> Insper - Seminários Acadêmicos <seminariosacademicos@insper.edu.br><br>
<b>Date:</b> May 2, 2024 at 11:22:42 AM GMT-3<br>
<b>To:</b> Insper - Seminários Acadêmicos <seminariosacademicos@insper.edu.br><br>
<b>Subject:</b> <b>Academic Seminar of Data Science with Carlos Zanini of UFRJ - Hybrid</b><br>
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<p class="MsoNormal" align="center" style="text-align:center;line-height:115%"><b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">Title</span></b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">:
</span><span lang="EN-US" style="font-family:"Verdana",sans-serif">Variational inference for Bayesian bridge regression</span><span lang="EN-US" style="font-family:"Verdana",sans-serif;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<p class="MsoNormal" style="line-height:115%"><b><span lang="EN-US" style="font-family:"Verdana",sans-serif">Speaker</span></b><b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">:</span></b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">
<a href="https://www.im.ufrj.br/index.php/pt/ensino/pos-graduacao/pos-graduacao-do-im/cursos-lato-sensu/204-especializacao-em-ciencia-de-dados/corpo-docente/1584-carlos-tadeu-pagani-zanini">
Carlos Zanini</a><o:p></o:p></span></p>
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<b><span lang="EN-US" style="font-family:"Verdana",sans-serif">University</span></b><b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">:
</span></b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR"><a href="https://www.im.ufrj.br/index.php/pt/ensino/pos-graduacao/pos-graduacao-do-im/cursos-lato-sensu/204-especializacao-em-ciencia-de-dados/corpo-docente/1584-carlos-tadeu-pagani-zanini">UFRJ</a><o:p></o:p></span></p>
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<p class="MsoNormal" style="text-align:justify;line-height:115%"><b><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black">Abstract:</span></b><span class="gmail-apple-converted-space"><span lang="EN-US" style="font-family:"Verdana",sans-serif"> </span></span><span lang="EN-US" style="font-family:"Verdana",sans-serif">The
bridge approach for regularization of coefficients in regression models uses Lp norm, with p>0, to define a penalization on large values of the regression coefficients. Particular cases include the Lasso and Ridge penalizations. In Bayesian models, the penalization
is enforced by a prior distribution on the coefficients. Although MCMC approaches are available for Bayesian bridge regression, they can be very slow for large datasets, specially in high dimensions. This paper develops an implementation of Automatic Differentiation
Variational Inference for Bayesian inference on semi-parametric regression models with bridge penalization. The non-parametric effects of covariates are modeled by B-splines. The proposed inference procedure allows the use of small batches of data at each
iteration (due to stochastic gradient based updates), therefore drastically reducing computational time in comparison with MCMC. Full Bayesian inference is preserved so joint uncertainty estimates for all model parameters are available. A simulation study
shows the main properties of the proposed method and an application to a large real dataset is presented.<o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">May 2, 2024</span><span style="mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">12pm, São Paulo, Brasil (UTC/GMT -03:00)</span><span style="mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<p class="MsoNormal"><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR">Paulo Renato de Souza - 2nd floor - Building 1<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="font-family:"Verdana",sans-serif">The seminar will be streamed at the
</span><span style="font-family:"Verdana",sans-serif"><a href="https://zoom.us/j/95781336030"><span lang="EN-US">link</span></a><o:p></o:p></span></p>
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</span><span style="font-size:10.5pt;font-family:"Verdana",sans-serif;color:#232333;letter-spacing:.3pt;mso-fareast-language:PT-BR">290524</span><span lang="EN-US" style="font-family:"Verdana",sans-serif;color:black;mso-fareast-language:PT-BR"><o:p></o:p></span></p>
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<p class="MsoNormal"><span style="font-size:8.5pt;font-family:"Verdana",sans-serif;color:#3A3A41;mso-fareast-language:PT-BR">Rua Quatá, 300 - Vila Olímpia - São Paulo/SP - Brasil - CEP: 04546-042 | Tel: (11) 4504-2400</span><o:p></o:p></p>
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</td>
</tr>
</tbody>
</table>
</div>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
</div>
</div>
</blockquote>
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