Stan in L.A. this Wed 3:30pm

March 4, 2013

(This article was first published on Statistical Modeling, Causal Inference, and Social Science » R, and kindly contributed to R-bloggers)

Michael Betancourt will be speaking at UCLA:

The location for refreshment is in room 51-254 CHS at 3:00 PM.

The place for the seminar is at CHS 33-105A at 3:30pm – 4:30pm, Wed 6 Mar.

[“CHS” stands for Center for Health Sciences, the building of the UCLA schools of medicine and public health. Here’s a map with directions.]

Title of talk: Stan: Practical Bayesian Inference with Hamiltonian Monte Carlo

Abstract: Practical implementations of Bayesian inference are often limited to approximation methods that only slowly explore the posterior distribution. By taking advantage of the curvature of the posterior, however, Hamiltonian Monte Carlo (HMC) efficiently explores even the most highly contorted distributions. In this talk I will review the foundations of and recent developments within HMC, concluding with a discussion of Stan, a powerful inference engine that utilizes HMC, automatic differentiation, and adaptive methods to minimize user input.

This is cool stuff. And he’ll be showing the whirlpool movie!

Screen Shot 2013-02-28 at 8.35.00 PM

The post Stan in L.A. this Wed 3:30pm appeared first on Statistical Modeling, Causal Inference, and Social Science.

To leave a comment for the author, please follow the link and comment on their blog: Statistical Modeling, Causal Inference, and Social Science » R. offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Search R-bloggers


Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)