Skip to Content

Sponsors

No results

Tags

No results

Types

No results

Search Results

Events

No results
Search events using: keywords, sponsors, locations or event type
When / Where
All occurrences of this event have passed.
This listing is displayed for historical purposes.

Presented By: Michigan Institute for Data Science

Scalable Bayesian Inference with Hamiltonian Monte Carlo

MIDAS Seminar Series: Michael Betancourt, Phd, Symplectomorphic, LLC

Michael Betancourt, PhD Michael Betancourt, PhD
Michael Betancourt, PhD
Abstract: Despite the promise of big data, inferences are often limited not by sample size but rather by systematic effects. Only by carefully modeling these effects can we take full advantage of the data -- big data must be complemented with big models and the algorithms that can fit them. One such algorithm is Hamiltonian Monte Carlo, which exploits the inherent geometry of the posterior distribution to admit full Bayesian inference that scales to the complex models of practical interest. In this talk I will present a conceptual discussion of the challenges inherent to Bayesian computation and the foundations of why Hamiltonian Monte Carlo in uniquely suited to surmount them.

Bio: Michael Betancourt is the principal research scientist with Symplectomorphic, LLC where he develops theoretical and methodological tools to support practical Bayesian inference. He is also a core developer of Stan, where he implements and tests these tools. In addition to hosting tutorials and workshops on Bayesian inference with Stan he also collaborates on analyses in epidemiology, pharmacology, and physics, amongst others. Before moving into statistics, Michael earned a B.S. from the California Institute of Technology and a Ph.D. from the Massachusetts Institute of Technology, both in physics.
Michael Betancourt, PhD Michael Betancourt, PhD
Michael Betancourt, PhD

Back to Main Content