수학과

안녕하세요. 수학과입니다.
 
12/ 8 (금)에 예정된 수학과 colloquium에 대해 안내 드립니다.

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1. 연사:  김연응 교수님(서울과학기숙대학교)
2. 일시: 12월 8일(금) 16:30 ~ 17:30
3. 장소: 팔달관 621호
4. 제목:  Efficient Sampling and its Application to Bayesian Online Learning of LQR
5. 초록:  Sampling from a complex distribution in multiple dimensions is a crucial undertaking in statistics, engineering, and various scientific fields. Effectively representing data in high-dimensional spaces presents a significant challenge in several machine learning applications. One popular application arises in the framework of Bayesian learning. In this presentation, we delve into traditional sampling approaches and their constraints, while also exploring the latest progress in analyzing innovative Langevin-based sampling techniques. Beginning with the exploration of the offline system identification problem, a recent result on the online learning problem is introduced. The talk is based on the joint work with Gihun Kim and Insoon Yang (Seoul National University). 

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