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This week’s New York R Meetup is about Bayes

This Thursday at 7pm Jake Hofman and Suresh Velagapundi will present a session at New York R Statistical Programming Meetup at NYU – Silver Center (100 Washington Square East, Room 401). Here’s the outline:

Background:

  • Conditional probability & Bayes’ Rule
  • Treating parameters as random variables & putting distributions on them
  • Bayesian inference: from priors & likelihoods to posteriors

From Principles to Practice:

  • Simple plan; difficult to execute (normalization)
  • Resort to approximation methods (variational & MCMC)
  • Model selection / complexity control a la Bayes

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