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With Michael Betancourt (Research Scientist, Applied Statistics Ctr @ Columbia).
Saturday, July 22, 2017 at 10:00 AM    Cost: $10
Viacom, 1515 Broadway, 31st Fl


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Event space & lunch sponsored by Viacom

Stan ( is a statistical modeling platform used by thousands of scientists, engineers, & other researchers for statistical modeling, data analysis, & prediction. It is being applied academically & commercially across fields as diverse as ecology, pharmacometrics, physics, political science, finance & econometrics, professional sports, real estate, publishing, recommender systems, & educational testing.

In this workshop well review the foundations of Bayesian inference & computation, playing specific emphasis on the details critical to robust statistical analyses. Well then demonstrate the implementation of these methods in Stan with interactive examples, beginning with parametric regression & classification before considering their Gaussian process equivalents.

Speaker Bios:Michael Betancourt is a research scientist in the Applied Statistics Center at Columbia University, where he develops theoretical & methodological tools to support practical Bayesian inference. He is also a core developer of Stan, where he implements & tests these tools. In addition to hosting tutorials & workshops on Bayesian inference with Stan he also collaborates on analyses in, amongst others, epidemiology, pharmacology, & physics.

Mitzi Morris is a member of the Stan development team. Her background is in naturallanguage processing & bioinformatics. Her editor is emacs.


10:00 - 11:00Foundations of Bayesian Inference & Computation

11:00 - 11:30Introduction to Stan

11:30 - 12:00Linear Regression

12:00 - 01:00Lunch

01:00 - 01:30Linear Regression (cont)

01:30 - 02:30Logistic Regression

02:30 - 03:00Introduction to Gaussian Processes

03:00 - 04:00Gaussian Process Regression

04:00 - 05:00Gaussian Process Classification

Most of the course will be interactive examples so the schedule will adapt to the students speed.

Requirements:PyStan 2.16.0, Stan 2.16.0 Manual,1.79 MB stan-reference-2.16.0.pdf

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