### Monte Carlo Fusion: Unifying Distributed Analyses

Statistics Seminar

4th May 2018, 2:00 pm – 3:00 pm

Main Maths Building, SM3

This talk outlines a new theory and methodology to tackle the problem of unifying distributed analyses and inferences on shared parameters from multiple sources, into a single coherent inference. This surprisingly challenging problem arises in many settings (for instance, expert elicitation, multi-view learning, distributed ‘big data’ problems etc.), but to-date Monte Carlo Fusion is the first general approach which avoids any form of approximation error in obtaining the unified inference. In this paper we focus on the key theoretical underpinnings of this new methodology, and simple (direct) Monte Carlo interpretations of the theory. There is considerable scope to tailor this theory to particular application settings (such as the big data setting), construct efficient parallelised schemes, understand the approximation and computational efficiencies of other such unification paradigms, and explore new theoretical and methodological directions.

*Organiser*: Mathieu Gerber

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