For our last meetup of the year we will have John Myles White talking about JAGS:
I'll present a brief introduction to probabilistic programming, a catch-all term for a new generation of programming languages that allow non-experts to fit arbitrary Bayesian models to small data sets. We'll cover the basic syntax of JAGS, a particularly accessible implementation of the BUGS language, and we'll then use the BUGS language to implement several basic Bayesian models, including linear regression, logistic regression, hierarchical regression and basic mixture models. Because of time considerations, I won't be presenting the basics of Bayesian inference, but will describe at a rough level how MCMC techniques are used to provide a backend for probabilistic programming languages.
John Myles White is a Ph.D. student in the Princeton Psychology Department, where he studies behavioral decision theory. Along with Drew Conway, he is the author of the book “Machine Learning for Hackers” as well as an upcoming book entitled "Bandit Algorithms for Website Optimization". John has also worked on several popular R packages, including ProjectTemplate and log4r. He is currently working on building statistical packages for the new programming language Julia.
We will have pizza from another new place, enjoy the talk, then hit the bar.
Remember, this month will be at Pivotal Labs near Union Square who are very generously providing us with space.