Introduction to Bayesian Inference with Stan
$600 – $1,200
Introduction to Bayesian Inference with Stan

Introduction to Bayesian Inference with Stan

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Davis Auditorium, Columbia University

530 West 120th Street

4th floor (campus level), room 412

New York, NY 10027

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This is a two day course taught by Jonah Gabry and Andrew Gelman from the Stan Development Team and Columbia University. We will start with a refresher on some of the fundamental concepts of Bayesian inference and then use applied examples to teach programming in the Stan modeling language and fitting models with the RStan and RStanARM interfaces to Stan. (If you are already an advanced Stan user you can skip this class and opt for one of the more advanced single day classes: Advanced Stan, Stan for Finance and Econometrics, or Stan for Pharmacometrics. If you buy this 2-day ticket you can attend any one of the second-day classes.)

Among other topics, over the two days of the course we will cover:

  • Implications of different interpretations of probability and uncertainty
  • Generative models
  • Posterior distributions vs maximum likelihood estimates
  • The role of prior distributions and how to leverage prior information
  • Bayesian data analysis workflow
  • Markov chain Monte Carlo
  • Conceptual introduction to how Stan works
  • Programming in the Stan language
  • Fitting and interpreting models using the RStan and RStanARM interfaces to Stan
  • Visual and numerical convergence diagnostics
  • Graphical posterior predictive checking
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Date and Time

Location

Davis Auditorium, Columbia University

530 West 120th Street

4th floor (campus level), room 412

New York, NY 10027

View Map

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