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Stan at Google this Thurs and at Berkeley this Fri noon

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!

Screen Shot 2013-02-28 at 8.35.00 PM

8 Comments

  1. Phil says:

    I will be at the Berkeley one if I can. Stan is great!

  2. Rahul says:

    I think software has made it to major league when you get invited to talk about it at google! :) Congratulations.

    If it is a TechTalk we will probably be lucky to be able to watch a video online in a few days.

    • Mike Betancourt says:

      Haha, no, nothing quite as prestigious, but we’re still honored. In particular, I don’t think there will be any video.

  3. Jeroen Ooms says:

    I attended this talk at UCLA earlier this month, and truly enjoyed it. Michael is very knowledgeable and a great speaker. I hope a video can be made available, because it makes a good resource to get started with HMC and Stan.

    • Mike Betancourt says:

      Thanks, Jeroen! In response to the comments from the UCLA talk I’ve added more content to the talk, including a full demo of the modeling language and the compilation/execution process. Should be good.

  4. Louis says:

    If a video would become available please link to it.

  5. Robert Bell says:

    Great talk! Thanks so much