Variational Approximations in Statistics

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The NSW Branch of the Statistical Society and the School of Mathematics and Statistics, University of Sydney, are pleased to announce the following workshop:

Variational Approximations in Statistics

presented by Professor Matt Wand, Distinguished Professor of Statistics at University of Technology, Sydney.


About the Workshop

Variational approximations facilitate approximate inference for the parameters in complex statistical models and provide fast, deterministic alternatives to Monte Carlo methods.
It is emerging as an important body of methodology in an era in which data sets and models are continuing to become bigger. Much of the contemporary literature on variational approximations
is in Computer Science rather than Statistics and uses terminology, notation, and examples from the former field.

In this short-course we explain variational approximation in statistical terms. In particular, we illustrate the ideas of variational approximation using examples that are familiar to statisticians. Workshop participants will learn to understand introductory theory behind and implement in practice recent developments in real-time semiparametric regression using variational approximations.

The workshop involves working through a series of mathematical and computing exercises. All of the computing exercises are in the R language, although expertise in R is not assumed.
Familiarity with undergraduate-level distribution theory and matrices is assumed. This workshop is suitable for academics, graduate and postgraduate students.



About the Presenter

Professor Matt Wand has held faculty appointments at Harvard University, Rice University, Texas A&M University, University of New South Wales and University of Wollongong. In 2008 Professor Wand became an elected Fellow of the Australian Academy of Science. He also has been awarded two Australian Academy of Science honorific awards for statistical research: the Moran Medal in 1997 for outstanding research by scientists under the age of 40 and the Hannan Medal in 2013 for career research in statistical science. In 2013 he was awarded the University of Technology Sydney, Chancellor’s Medal for Exceptional Research. He received the 2013 Pitman Medal from the Statistical Society of Australia in recognition of outstanding achievement in, and contribution to, the discipline of Statistics. Professor Wand is an elected fellow of the American Statistical Association and the Institute of Mathematical Statistics.
Professor Wand has co-authored two books and more than 110 papers in statistics journals. He has six packages in the R language on the Comprehensive R Archive Network.

His latest research outputs are available on the website:


Course Outline (subject to change)

08:30 – 09:00 Registration sign in and help with R setup as needed
09:00 – 09:50 Session 1
10:00 – 10:50 Session 2
10:50 – 11:20 Morning coffee/tea
11:20 – 12:30 Session 3
12:30 – 14:00 Lunch break – BYO Lunch
14:00 – 14:50 Session 4
15:00 – 15:50 Session 5
15:50 – 16:20 Afternoon coffee/tea
16:20 – 17:00 Session 6
17:00 Pick up certificates of attendance


Cost (including morning and afternoon tea)

Early Bird (Payment before or on 19 September 2016)
SSA Members                                          $225.00**
Non-members of SSA                            $360.00
Full time students ** :
SSA Student members                          $90.00**
Non-member students ***                      $135.00

Regular Fees (Payment after 19 September 2016)
SSA Members                                         $300.00**
Non-members of SSA                              $450.00
Full time students**:
SSA Student members                           $150.00**
Non-member students ***                       $200.00

Registrations close strictly on 22 September 2016.

**The annual membership fee is $235.00. Student membership is available for $20.00 annually to full-time students. To join, please click here. Student members will be required to present proof of their full time student status after membership registration.

** Proof of Valid Full-time Student Status will be requested after workshop registration

Registrations close on 22 September 2016. Should places still be available and registrations accepted after 22 September 2016 there will be a late fee of $100 p/P in addition to the regular fees above.


IT Requirements

Participants are requested to bring a laptop with the following software loaded:

-R/R Studio

Please go to to download the software.


Travel Expenses

Occasionally workshops have to be cancelled due to a lack of subscription. Early registration ensures that this will not happen. Please contact the SSA Office before making any travel arrangements to confirm that the workshop will go ahead, because the Society will not be held responsible for any travel or accommodation expenses incurred due to a workshop cancellation.

Cancellation Policy

Cancellations received prior to Monday,  19 September 2016 will be refunded, minus a $20 administration fee.

From 19 September 2016 no part of the registration fee will be refunded. However, registrations are transferable within the same organisation. Please advise any changes to [email protected].


Variational Approximations in Statistics
When: 26/09/2016
Time: 8:30 am - 5:00 pm
Cost: from $90 (Students)
Location: School of Mathematics and Statistics, University of Sydney,
Carslaw Building F07 Room 729/730,

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