Problem of the Week
BUGCAT
Zassenhaus Conference
Hilton Memorial Lecture
BingAWM
Math Club
Actuarial Association
Statistical Machine Learning Seminar
Hosted by Department of Mathematical Sciences
Abstract
In this talk, we first introduce the multi-task learning problem and the application of Matrix Generalized Inverse Gaussian (MGIG) distribution to the problem. We still propose the GMGIG regression model for multi-task learning. To make the computation tractable, we simultaneously use variational inference and sampling techniques. In particular, we propose two sampling strategies for computing the statistics of the MGIG distribution.