Bayesian Methods + MCMC

New York Open Statistical Programming Meetup
New York Open Statistical Programming Meetup
Public group

Location visible to members

Details

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)