Variational Inference for Fun and Profit

Explore variational inference techniques and their practical applications in statistical analysis through this comprehensive lecture from the Computational Genomics Summer Institute. Delve into the fundamental concepts of variational inference as a statistical method, drawing from key research including Blei's review for statisticians and recent applications in principal component analysis. Learn about innovative approaches to variable selection in regression and their implementation in genetic fine mapping. Discover how these techniques can be applied to solve complex computational problems in genomics and statistical modeling, with particular focus on scalable Bayesian variable selection techniques for PCA and modern statistical methodology.