Introduction to Bayesian Inference with Stan with Michael Betancourt and Sean Talts

Wed, November 14 2018, 9:00 AM - Fri, November 16 2018, 5:00 PM [EST]

625 6th Ave, FL 3, New York, NY, United States

REGISTER NOW

1. Select Seats

2. Review and Proceed

General Admission Partial Approval -$2,500.00

Sales end on -11/16/2018

Early Bird Partial Approval - $1,500.00

A very limited quantity of early bird general admission tickets.

Subsidized Academic Partial Approval -$1,000.00

Sales end on -11/16/2018

These tickets are subsidized by the organizers to allow academics affiliated with research institutions without funding available for this type of workshop to attend while supplies last.

Enter your discount code

  • Subtotal (excluding fees and discounts)
  • Fee
  • Total amount

Event Information

Wed, November 14 2018, 9:00 AM - Fri, November 16 2018, 5:00 PM [EST]

About the Event

Despite the promise of big data, inferences are often limited not by the size of data but rather by its systematic structure.  Only by carefully modeling this structure can we take fully advantage of the data -- big data must be complemented with big models and the algorithms that can fit them.  Stan is a platform for facilitating this modeling, providing an expressive modeling language for specifying bespoke models and implementing state-of-the-art algorithms to draw subsequent Bayesian inferences.
 
In this three-day course we will introduce how to implement a robust Bayesian workflow in Stan, from constructing models to analyzing inferences and validating the underlying modeling assumptions.  The course will emphasize interactive exercises run through RStan, the R interface to Stan, and PyStan, the Python interface to Stan.
 
We will begin by surveying probability theory, Bayesian inference, Bayesian computation, and a robust Bayesian workflow in practice, culminating in an introduction to Stan and the implementation of that workflow.  With a solid foundation we will continue with a discussion of regression modeling techniques along with their efficient implementation in Stan, spanning linear regression, discrete regression, and homogeneous and heterogeneous logistic regression.  Time permitting we will consider the practical implementation of advanced modeling techniques at the state of the art of applied statistics research — such as Gaussian process priors and the horseshoe prior.
 

Testimonials

“We had a brilliant 3-day course at trivago with Michael Betancourt! The first day was filled with a very strong theoretical foundation for statistical modelling/decision making, followed by a crash course on MCMC and finished off with practical examples on how to diagnose healthy model fitting. In the 2nd and 3rd days we learned about many different types of hierarchical/multi-level models and spent most of the time practicing how to actually create and fit these models in Stan.

Michael is both a very engaging teacher, a very knowledgeable statistical modeller and, of course, a Stan master. This course has opened up new ways for us at trivago to gain better insights from our data through Stan models that fit our needs.”

Data Scientists in the Automated Bidding Team, trivago

“The 1-day training course provided a great introduction to Bayesian models and their implementation in the Stan language. The practical focus really helped jumpstart our transition to Bayesian methods, and the slides, recorded lecture, and exercises also provide a great resource for new group members.” 

Stanley Lazic, Associate Director in Statistics and Machine Learning, AstraZeneca

“Stan is the cream of the crop platform for doing Bayesian analysis and is particularly appealing because of its open source nature. The programming language and algorithms are well designed and thought out. With that said, Stan has a very steep learning curve requiring lots of hours to get up to speed on your own. I have been to two training courses taught by Dr. Michael Betancourt and took an opportunity to have some consulting time. These sessions have proven invaluable to improve my use of Stan, increased my learning and usage rate, and informed me how to diagnose and detect issues that will inevitable will arise.”

Robert Johnson, Corporate R&D, Procter & Gamble
 

“The workshop at MIT led by Michael Betancourt was a fun and very useful introduction to Stan. Mike worked with us to customize the lectures to our interests, he presented the material in an engaging and accessible way, and the physicists who attended, many of whom had never used Stan before, left with the resources to begin developing our own analyses. Mike’s background in physics makes him an especially effective teacher for scientists. The coding exercises were thoughtfully developed to progress in complexity and were well-integrated into the course; having such useful exercises was critical for participants to successfully internalize the concepts presented in the lectures.”

 
Elizabeth Worcester, Associate Physicist, Department of Physics, Brookhaven National Laboratory
 

Pre-requisites

The course will assume familiarity with the basics of calculus and linear algebra.
 
In order to participate in the interactive exercises attendees must provide a laptop with the latest version of RStan (https://cran.r-project.org/web/packages/rstan/index.html)  or PyStan (http://pystan.readthedocs.io/en/latest/) installed.  Users are encouraged to report any installation issues at http://discourse.mc-stan.org as early as possible.

Event Location

About the Organizer

Event Speakers

Michael Betancourt

Applied Statistician

Michael Betancourt is a research scientist with Symplectomorphic where he develops theoretical and methodological tools to support practical Bayesian inference. He is also a core developer of Stan, where he implements and tests these tools. In addition to hosting tutorials and workshops, he also collaborates on analyses in epidemiology, pharmacology, and physics. Before moving into statistics, Michael earned a B.S. from CalTech and a Ph.D. from MIT, both in physics.

https://betanalpha.github.io/
Sean Talts

Core Stan Developer

Sean comes from an industry background where he last worked with Watson creator Dave Ferrucci at the Collaborative Intelligent Systems Lab at a New York area hedge fund. He is now one of the core developers of Stan (http://mc-stan.org), a probabilistic programming language that scientists and researchers can use to do bespoke statistical inference. Interests include programming language design, compiler optimization, epistemology, bayesian data analysis, and helping others do better science.