Michael Betancourt will be speaking at UCLA:
The location for refreshment is in room 51-254 CHS at 3:00 PM.
The place for the seminar is at CHS 33-105A at 3:30pm – 4:30pm, Wed 6 Mar.
["CHS" stands for Center for Health Sciences, the building of the UCLA schools of medicine and public health. Here's a map with directions.]
Title of talk: Stan: Practical Bayesian Inference with Hamiltonian Monte Carlo
Abstract: Practical implementations of Bayesian inference are often limited to approximation methods that only slowly explore the posterior distribution. By taking advantage of the curvature of the posterior, however, Hamiltonian Monte Carlo (HMC) efficiently explores even the most highly contorted distributions. In this talk I will review the foundations of and recent developments within HMC, concluding with a discussion of Stan, a powerful inference engine that utilizes HMC, automatic differentiation, and adaptive methods to minimize user input.
This is cool stuff. And he’ll be showing the whirlpool movie!