Bio:  Yian Ma is an assistant professor at the Halıcıoğlu Data Science Institute, UC San Diego, where he serves as the vice chair for the graduate programs. Prior to UCSD, he spent a year as a visiting faculty at Google Research. Before that, he was a post-doctoral fellow at UC Berkeley, hosted by Mike Jordan. Yian completed his Ph.D. at the University of Washington. His current research primarily revolves around scalable inference methods for credible machine learning, with application to time series data and sequential decision-making tasks. He has received the Facebook research award, the Stein fellowship, and the best paper awards at the Neurips and ICML workshops.

MCMC, variational inference, and reverse diffusion Monte Carlo

Prof. Ma will introduce some recent progress toward understanding the scalability of Markov chain Monte Carlo (MCMC) methods and their comparative advantage with respect to variational inference. I will fact-check the folklore that “variational inference is fast but biased, MCMC is unbiased but slow”. I will then discuss a combination of the two via reverse diffusion, which holds promise of solving some of the multi-modal problems. This talk will be motivated by the need for Bayesian computation in reinforcement learning problems and the differential privacy requirements we face.

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The MICDE Winter 2025 Seminar Series is open to all. University of Michigan faculty and students.

This is an in-person event.

Graduate Certificate in Computational Discovery and Engineering, please use this form to record your attendance.

Questions? Email [email protected]