ICML paper accepted

Our paper Quasi-Monte Carlo Variational Inference was accepted at ICML. In this paper we explore the usage of Quasi-Monte Carlo sampling for obtaining low variance gradient estimators for Monte Carlo variational inference.

AISTATS paper accepted

I am happy that our paper Generalized Dynamic Topic Models was accepted at AISTATS at Lanzarote. We generalize the classic topic model to topics the evolve other time and the time dynamics are modeled by Gaussian processes. Choosing different kernels for the GPs allows for discovering different time patterns in the corpus.

Netflix Travel Award / NIPS'17

Our workshop paper Scalable Logit Gaussian Process Classification got selected as contributed talk at the Advances in Approximate Bayesian Inference Workshop at NIPS. Moreover, I am very happy to receive the Netflix Travel Award.

Selected Publications

More Publications

Quasi-Monte Carlo Variational Inference
A. Buchholz*, F. Wenzel*, S. Mandt (* = equal contribution)
ICML, 2018
Oral Presentation


Efficient Gaussian Process Classification Using Polya-Gamma Data Augmentation
F. Wenzel*, T. Galy-Fajou*, C. Donner, M. Kloft, M. Opper (* = equal contribution)
arXiv, 2018


Scalable Generalized Dynamic Topic Models
P. Jähnichen*, F. Wenzel*, M. Kloft, S. Mandt (* = equal contribution)

PDF Code

Sparse Probit Linear Mixed Model
S. Mandt*, F. Wenzel*, S. Nakajima, J. P. Cunningham, C. Lippert, M. Kloft (* = equal contribution)
Machine Learning, 2017

PDF Code Journal

Bayesian Nonlinear Support Vector Machines for Big Data
F. Wenzel, M. Deutsch, T. Galy-Fajou, M. Kloft
ECML, 2017
Best Student Paper Award Nomination Oral Presentation

PDF Code

Recent & Upcoming Talks

More Talks

ICML / Oral Conference Track
Jul 10, 2018. Stockholm, Sweden.
Audi / Audi ML Day
Feb 22, 2018. Ingolstadt, Germany.
Feb 15, 2018. Berlin, Germany.
Brandenburg Technical University / Guest Lecture on Variational Inference
Dec 19, 2017. Cottbus, Germany.
NIPS / Advances in Approximate Bayesian Inference Workshop
Dec 7, 2017. Long Beach, USA.
ECML / Contributed Talk
Sep 22, 2017. Skopje, Macedonia.
ECML / Oral Journal Track
Sep 20, 2017. Skopje, Macedonia.
ECML / Oral Conference Track
Sep 20, 2017. Skopje, Macedonia.
IDA Retreat
Sep 5, 2017. Chorin, Germany..
Humboldt-Universität / ML Seminar
May 17, 2017. Berlin, Germany.
Disney Research
May 16, 2017. Pittsburgh, USA.
IRI Life Sciences / Bioinformatics Social Meeting
Sep 27, 2016. Berlin, Germany.


Past Courses