Michael Betancourt will be speaking at Google and at the University of California, Berkeley. The Google talk is closed to outsiders (but if you work at Google, you should go!); the Berkeley talk is open to all:
Friday March 22, 12:10 pm, Evans Hall 1011.
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!