Reading Club: Getting practical with Practical Bayesian model evaluation

This is a past event

16 people went

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Details

We'll look at examples where the PS importance sampling from the paper might better than raw importance sampling. We can also attempt a basic implementation of PS importance sampling or WAIC.

Previously we read the first part of the paper "Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC" (https://arxiv.org/abs/1507.04544) until the end of section 2.2. We then had a practical hands-on workshop to implement raw importance sampling ourselves to get a better understanding.

We meet around every two weeks, usually to discuss the book Bayesian Data Analysis. At each meeting, we discuss the section and some people present some of their exercise solutions or relevant/interesting examples.

You can also join if you haven't been to previous meetings, we usually present some of the examples that should be accessible even without having read the chapter. However, you'll probably get more out of the meeting if you've read the section to be discussed beforehand.

For more information check our Slack channel
https://join.slack.com/t/berlinbayesians/shared_invite/enQtNTMyODA2MjE0MDY0LTk2OTgwNmJlMWIzYzMzMzEyNTlkYmY0MDFlZmUwYTllOWYyMTlkNDU3YzFiNDkzNjQwMmMxYjg1YzQxYTcyNjM

Most of the past exercises are written up here: https://github.com/stappit/bayesian-data-analysis/