Event
Andrew Gelman, Columbia University
Friday, March 22, 2019 15:30to16:30
Burnside Hall
Room 1104, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
Title: Challenges in Bayesian Computing.
Abstract:Â Computing is both the most mathematical and most applied aspect of statistics. We shall talk about various urgent computing-related topics in statistical (in particular, Bayesian) workflow, including exploratory data analysis and model checking, Hamiltonian Monte Carlo, monitoring convergence of iterative simulations, scalable computing, evaluation of approximate algorithms, predictive model evaluation, and simulation-based calibration. This work is inspired by applications including survey research, drug development, and environmental decision making.