Probabilistic programming with (R)Stan, a new approach to linear models

Goal

- Understand basic ideas underlying (Bayesian) probabilistic models
- Gain hands-on experience in implementing and interpreting such models in R
- Learn the potential, pitfalls, and current limitations of such models

Summary

Probabilistic models describe how the observed data was generated, and what structure the signal and noise from potentially multiple sources may have. Many classical statistical models are special cases of probabilistic models with special modeling assumptions. Probabilistic models can be implemented, improved, and critizised in a flexible, explicit and transparent manner, and the analysis can be supported with prior information about the data.
This 1-day course provides an introduction to Bayesian/probabilistic models. We will implement standard linear models based on the rstanarm package of the R statistical programming environment and readily available example data sets. The workshop is an ideal opportunity to familiarize yourself with the basic ideas in probabilistic modeling such as prior information, likelihood, model criticism and validation, as well as some of the available tools. At the end, you should be able to implement basic probabilistic models yourself, and understand their relative advantages and pitfalls compared to their classical alternatives.

Requirements
This course is intended for people with experience in R.

Schedule

    9:00  - 10:00  Introduction to probabilistic models
    10:00 - 12:00  Hands-on introduction to probabilistic programming    
    12:00 - 13:00  Lunch break
    13:00 - ​15:00  Team work on example cases
    15:00 - 15:15  Coffee break
    15:15 - 17:00  Team presentations and discussion

Software that will be used/demonstrated

- R statistical programming environment (https://www.r-project.org/)
- RStudio GUI for R (https://www.rstudio.com/)

Dates:

26 February 2018, from 9h30 to 17h00

Location:

Leuven
Park Inn by Radisson Leuven
Martelarenlaan 36
3010 Leuven

Trainer:

Leo Lahti
Registration is closed.

Registration start date:

25 December 2017

Registration end date:

12 February 2018