Training Course Details

Bayesian Inference using Stan

Course Level: Intermediate
Despite the promise of big data, inferences are often limited not by the size of data but rather by its systematic structure.  Only by carefully modelling this structure can we take full advantage of the data — big data must be complemented with big models and the algorithms that can fit them.  Stan is a platform for facilitating this modelling, providing an expressive modelling language for specifying bespoke models and implementing state-of-the-art algorithms to draw subsequent Bayesian inferences.

London, UK | July 17, 2019

Price:
£1,400.00 ex VAT per person
Venue Details:
TBA
Date:
July 17, 2019
Time:
9.00 am - 5.00 pm
Duration:
3 days
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Course Details

Course Outline

In this three-day course we will introduce how to implement a robust Bayesian workflow in Stan, from constructing models to analyzing inferences and validating the underlying modelling assumptions.  The course will emphasize interactive exercises run through RStan, the R interface to Stan, and PyStan, the Python interface to Stan.

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Course Structure

We will begin by surveying probability theory, Bayesian inference, Bayesian computation, and a robust Bayesian workflow in practice, culminating in an introduction to Stan and the implementation of that workflow.  With a solid foundation, we will continue with a discussion of regression modelling techniques along with their efficient implementation in Stan, spanning linear regression, discrete regression, and homogeneous and heterogeneous logistic regression.  Finally, we will discuss the basics of hierarchical modelling and, time permitting, multilevel modelling.

Prior Knowledge

The course will assume familiarity with the basics of linear algebra and calculus, including differentiation, integration, and Taylor series.
In order to participate in the interactive exercises attendees must provide a laptop with the latest version of RStan (https://cran.r-project.org/web/packages/rstan/index.html) or PyStan (http://pystan.readthedocs.io/en/latest/) installed.  Users are encouraged to report any installation issues at http://discourse.mc-stan.org as early as possible.