Statistical Inference with RStan

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This event is filled to capacity and closed for registrations.

 

The SSAI and the University of Technology Sydney are pleased to present the following workshop:

Statistical Inference with RStan

with Bob Carpenter, research scientist at Columbia University.

The open source software Stan (http://mc-stan.org/) provides a flexible probabilistic programming language (similar to, but more general, scalable, and efficient than BUGS) for expressing statistical models.

 

About the presenter:

Bob Carpenter is a research scientist at Columbia University in the United States (http://bob-carpenter.github.io/). Bob works Closely with Andrew Gelman and has been involved in the development of Stan from its

inception.  Bob Carpenter has worked as a professor of computational linguistics (Carnegie Mellon University), an industrial researcher and programmer (Bell Labs, SpeechWorks, LingPipe).

 

About the course:

The open source software Stan (http://mc-stan.org/) provides a flexible probabilistic programming language (similar to, but more general, scalable, and efficient than BUGS) for expressing statistical models.

Stan provides full Bayesian inference through Markov chain Monte Carlo (MCMC) sampling and penalized maximum likelihood estimation through optimization. So far, over 100 papers across the biological, physical, and social sciences have been published using Stan for inference.

This half-day workshop will provide a practical introduction to Stan’s modeling language and the underlying techniques and methodology which drive it. The focus will be a hands-on introduction to using Stan through RStan.

Topics covered will include example-driven introductions to: model specification, model fitting, convergence monitoring for MCMC, model assessment, and posterior predictive inference. It will also provide a demonstration of shinyStan, a portable GUI-based visualization tool for exploring MCMC_based Bayesian inference.

Participants should bring their own laptop and power supply, pre-loaded with RStan (http://mc-stan.org/rstan.html). Participants may also want to install shinyStan (http://mc-stan.org/shinyStan.html), though it will not be necessary for following the workshop. If you have trouble installing RStan or shinyStan, please send mail to the Stan users group (http://mc-stan.org/groups.html) or open a GitHub issue (http://mc-stan.org/issues.html).

 

Course fees:

Student members of SSAI: $50

Student non-members of SSAI: $75

Non-student members of SSAI: $150

Non-members of SSAI: $300

Registrations close on 19 March 2015.

 

Date and time:

Tuesday, 24 March 2015

12:30pm Registration and tea/coffee

1pm -5pm workshop

 

Venue:

University of Technology, Sydney
UTS Room 703.010b (building 7, 3rd floor (which is the ground floor!), room 10b). Here is a link to a map http://maps.uts.edu.au/map.cfm.

Travel Expenses

Occasionally workshops have to be cancelled due to a lack of subscription. Early registration ensures that this will not happen. Please contact the SSAI Office before making any travel arrangements to confirm that the workshop will go ahead, because the SSAI will not be held responsible for any travel or accommodation expenses incurred due to a workshop cancellation.

 

Cancellation Policy

Cancellations received prior to Tuesday, 17 March 2015 will be refunded in full. Confirmation of the refund having been processed will be emailed. Should additional documentation pertaining to the refund be required, a $20 administration fee will be charged.

After 17 March 2015 no part of the registration fee will be refunded. However, registrations are transferable within the same organisation. Please advise any changes to [email protected].

 

 

 

Statistical Inference with RStan
When: 24/03/2015
Time: 12:30 pm - 5:00 pm
Cost: from $50.00
Location: University of Technology Sydney,
15 Broadway,
Ultimo,
NSW
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