Concentration of Tempered Posteriors and of Their Variational Approximations – Pierre Alquier

Explore a 41-minute lecture by Pierre Alquier from the Alan Turing Institute on the concentration of tempered posteriors and their variational approximations. Delve into the mathematical foundations of reconstructing complex processes with high-dimensional parameters from limited observations. Examine modern approaches that overcome the curse of dimensionality by employing structural assumptions like low intrinsic dimensionality, partial separability, and sparse representations. Gain insights into the rich theory developed over the past decade for various interesting models in multivariate approximation theory, high-dimensional integration, and non-parametric regression.