Bayesian Regression with Stan

Venue Capacity: 80 people

The capacity of the venue is about 80 people but because of no-shows, we have a policy of first-come, first-served on the night in the event of the room filling up. Managing no-shows is a problem all Meetups have to deal with and this is the fairest method we can think of. While we have never been in a position to turn anyone away for capacity reasons, it is always a possibility, so please arrive early to avoid disappointment on the night.

Speaker: Mick Cooney

Bayesian techniques have come to the forefront of modern statistical approaches and are the subject of huge amounts of research. They come with a number of very large advantages but also with some considerable issues and costs to be used effectively.

In this talk I introduce the concepts of Bayesian analysis and Stan, open-source software that enables us to build a wide range of statistical model. We also discuss model assessment, model validation and more recent developments such as PSIS-LOO (Pareto-Sampled Importance Sampling Leave-One-Out) and Simulation Based Calibration (SBC).

This talk will also discuss the ecosystem of tools built up around Stan, aiming to give the user a roadmap to follow if it is of interest.