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Events Mathematical Sciences Departmental Seminar
Event

Bayesian fusion

Dr Hongsheng Dai (University of Essex)

  • Thu 14 Mar 19

    14:00 - 16:00

  • Colchester Campus

    STEM 3.1

  • Event speaker

    Dr Hongsheng Dai (University of Essex)

  • Event type

    Lectures, talks and seminars

  • Event organiser

    Mathematical Sciences, Department of

  • Contact details

    Dr Andrew Harrison

An exact Bayesian fusion algorithm will be presented, which can carry out perfect inferences for the unification of distributed data analysis. The new method uses parallel but coalesced Markov processes to drive distributed Monte Carlo draws to a Monte Carlo sample from the posterior of the full data.

Its approximate version, the sequential Bayesian fusion algorithm, can be implemented in parallel for big data analysis.

This new divide-and-conquer method will have potential application in many different statistics and data analysis areas, such as meta-analysis, Bayesian group decision theory and statistical cryptography.

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