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Bayesian Methods + MCMC

Jul 9
Thu 7:00 PM
Location
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Estimated attendance
 55  people attended.
3.50 3.507

Who organized?
Drew Conway and Joshua Reich

Still hammering out the details, but it is likely that we will have two presenters, Jake Hofman and Suresh Velagapundi - who will discuss both the nature and and application of Bayesian methods both from a theoretical perspective and through applied examples in R.

Jake will present:

Background


  • Conditional probability & Bayes' Rule
  • Treating parameters as random variables & putting distributions on them
  • Bayesian inference: from priors & likelihoods to posteriors

From Principles to Practice

  • Simple plan; difficult to execute (normalization)
  • Resort to approximation methods (variational & MCMC)
  • Model selection / complexity control a la Bayes (time permitting)

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Talk about this Meetup

  • Suresh Velagapudi
    Posted Jun 13, 2009 2:48 PM
    R is great for Bayesians too! Let me know your expectations! I will coordinate with Jake

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