**Seminars will be held In Person unless otherwise noted**
Seminar One
September 8, 2026
Griffin Floyd Hall, Room 100, 4pm to 5pm
Omiros Papaspiliopoulos
Università Bocconi
Title:
Variational inference for bilinear mixed models
Abstract:
The talk provides an overview of a book I am currently writing together with Max Goplerud (Department of Government at the University of Texas at Austin). The underlying modeling framework provides a unification of foundational model structures used throughout applied statistics, including GLMMs, GAMs, factor models/item response theory, spatial random effects, probabilistic matrix factorization, etc. I show three motivating applications: deep interactions for survey data, ideal point models for political ideology, and high-resolution demography. The situations we are interested in, involve large scale inference, where both the amount of training data and the number of model parameters are large, in the thousands or larger. We develop variational inference methods that are partly generic and partly tailored to these model structures, and some theory that establishes their properties in the large scale regime, in terms of convergence, uncertainty quantification and model selection. We have an associated modular, publicly availabe software in R, which is in synergy with lme4, mgcv, brms, and inla.
A couple of relevant recent publications:
Goplerud, M., Papaspiliopoulos, O. and Zanella, G. (2025) Partially factorized variational inference for high-dimensional mixed models, Biometrika, 112:2 Pandolfi, A., Papaspiliopoulos, O. and Zanella, G. (2026) Conjugate gradient methods for high-dimensional GLMMs, J. Amer. Statist. Assoc., 121(554), 1103–1115
Seminar Two
September 17, 2026
Griffin-Floyd Hall, Room 100, 4pm to 5pm
Kuan Liu
University of Toronto
Title:
TBD
Abstract:
TBD
Seminar Three
October 1, 2026
Griffin-Floyd Hall, Room 100, 4pm to 5pm
Andrew Thomas
University of Iowa
Title:
TBD
Abstract:
TBD
Seminar Four
October 15
Griffin-Floyd Hall, Room 100, 4pm to 5pm
Sumit Mukherjee
Columbia University
Title:
TBD
Abstract:
TBD
Seminar Five-Challis Lectures
October 29-30, 2026
Orange and Blue Room, O’Connell Center, 4pm to 5pm
Andrea Rotnitzky
University of Washington
Title:
TBD
Abstract:
Seminar Six
November 12, 2026
Griffin-Floyd Hall, Room 100, 4pm to 5pm
Hiya Bannerjee
Eli Lilly
Title:
TBD
Abstract:
TBD