Tuesday, September 10, 2013

MCMC/Bayes Workshop Announcement

MCMC/Bayes Workshop Announcement

Summary

What MCMC/Bayesian Data Analysis Workshop
Where BPS1142
When Fridays at 10am ES

Lengthier Description

By now, we've all heard that null-hypothesis significance testing is fundamentally flawed and that the good Reverend Bayes' star is ascendant. John Kruschke has a great paper comparing the t-test and it's Bayesian alternative, (and a book that expands the idea a bit ), but self-directed reading tends to fall by the wayside during the semester. Surely there's a course that teaches more about Bayesian data analysis.
While it's not local, Andrew Gelman will be teaching just such a course! Per Gelman's public suggestion, we're organizing a group at UMCP to follow along and figure out how to use R and JAGS, (or more probably, STAN), to implement Bayesian modeling. Each week we'll follow his public lectures on Google hangouts and work through the posted homework, all accompanied by weekly meetings to ask each other questions and discuss the week's topics.
The official course text is Gelman et al.'s Bayesian Data Analysis, 3rd Ed. We have a month before the real class starts, though, so we're also planning to work through a few chapters of Robert & Casella's book on Monte Carlo methods with the goal of knowing something about the major random search process that underlies Bayesian data analysis.
Meetings are at 10am EST on Friday mornings in room BPS1142. We're organizing our local activities via a Google group that all are welcome to join. We hope to see you there. Contact jchrabaszcz at gmail dot com with any questions.

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