University COVID-19 update

The University of Waterloo is constantly updating our most Frequently Asked Questions.

Questions about buildings and services? Visit the list of Modified Services.

Please note: The University of Waterloo is closed for all events until further notice.

Graduate Student Seminar I Supranta Sarma Boruah, Bayesian data analysis with Markov Chain Monte Carlo (MCMC) methods Export this event to calendar

Thursday, May 28, 2020 — 2:30 PM EDT

MS Teams 

Speaker

Supranta Sarma Boruah | Applied Math, University of Waterloo

Title

Bayesian data analysis with Markov Chain Monte Carlo (MCMC) methods 

Abstract

Bayesian data analysis techniques have found a widespread applications in the scientific fields over the last few decades. In particular. Markov Chain Monte Carlo methods are widely used for statistical inference. 

In this seminar series, I will introduce the concepts of Bayesian data analysis, in particular, using MCMC methods. I will start with the familiar example of linear regression, interpreted in the Bayesian language and then graduate to examples with real cosmological data. In the second part of the series, I will introduce MCMC algorithms beyond the usual Metropolis-Hastings algorithm, which are beginning to be used more extensively and diagnostic tests useful for analyzing properties of the MCMC runs. Finally, in the third part of the series, I will introduce the concept of Bayesian hierarchical modelling, which through its probabilistic modelling captures known relations between different variables. 

The sessions will be a hands-on. Bringing laptops with jupyter notebook installed is encouraged.

S M T W T F S
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
1
2
3
4
5
  1. 2020 (31)
    1. September (1)
    2. June (2)
    3. May (10)
    4. April (2)
    5. March (6)
    6. February (4)
    7. January (6)
  2. 2019 (86)
    1. December (8)
    2. November (3)
    3. October (4)
    4. September (9)
    5. August (12)
    6. July (15)
    7. June (3)
    8. May (8)
    9. April (9)
    10. March (6)
    11. February (3)
    12. January (6)
  3. 2018 (70)
  4. 2017 (72)
  5. 2016 (76)
  6. 2015 (77)
  7. 2014 (67)
  8. 2013 (49)
  9. 2012 (19)
  10. 2011 (4)
  11. 2009 (5)
  12. 2008 (8)