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#12: Stan Workshop. Life is precious: fix your sampling problems

  • Jun 9, 2016 · 5:30 PM
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This session will focus on common problems when estimating Bayesian models using Markov chain Monte Carlo (MCMC) algorithms. We'll show examples  of how MCMC can go wrong and how to proceed when it does.  We'll fit a few models  and use various visualizations of the Markov chains to diagnose problems with sampling. Once we've identified specific problems we'll look at different ways to proceed, in some cases solving the problem directly, in other cases finding a reparameterization that avoids the problem entirely.

We'll use Stan to fit the models, but most of the concepts also apply more generally. To follow along on your own laptop (optional) you'll need to have R installed, along with the 'rstan' and 'shinystan' R packages.

The presenter, Jonah Gabry, is a member of the Stan core development team, and a researcher in statistics at Columbia University working with Andrew Gelman. He is affiliated with the Columbia Applied Statistics Center, the Columbia Population Research Center, and the Institute for Social and Economic Research and Policy. Jonah is a co-author of the rstan and rstanarm interfaces to Stan, as well as the loo and shinystan R packages for model evaluation.

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  • Jonah G.

    Slides & code are up at http://www.meetup.com/bda-group/files/. Thanks everyone for coming! And please feel free to get in touch if you have more questions or are interested in other resources on these topics.

    2 · June 9

  • John Peter S.

    Is P( slides of presentation | no more room ) < P(snowball in hell | existence of hell)?

    June 8

  • FNU T.

    Something at work came up. I can't be there till 6:30p. :( Will that be too late?

    (changing my RSVP now. Sorry)

    1 · June 9

    • Daniel L.

      Not sure. Will let you know in a little bit.

      June 9

  • Daniel L.

    1. The capacity for the space is 40 guests. If you're not coming, please rsvp no. If you're late and we're full, sorry, but I'll have to send you away.

    2. Google requires first and last names. I've reached out to everyone that's currently rsvped without information. If your name doesn't match your profile, please send me a note.
    If I don't have your first and last name by tomorrow, I will move you off the list of attendees.

    1 · June 6

    • Daniel L.

      Thanks, all, for getting me your full names. I don't have to move anyone to the waitlist involuntarily.

      If you know you're not going to make it, please RSVP no. Next meetup we'll charge a few dollars to keep the turnout rate consistent.

      June 7

  • Luigi A.

    Hi all, what time does the meeting end, more or less? Thanks, Luigi

    June 6

  • David C.

    1. Is meetup or this group having problems with credit card payments this weekend ? 2. Are there any particulars about the timing, so that even fasting, antisocial participants should arrive by 5:55 pm ?

    2 · June 6

    • Daniel L.

      Hi David,
      1. It looks like it's meetup.
      2. If you can actually keep time and show up by 5:55 pm, that shouldn't be a problem.

      June 6

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