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MIDAS Seminar: Michael Betancourt PhD, Symplectomorphic, LLC

March 22 @ 4:00 pm - 5:00 pm

Weiser Hall, 110

Michael Betancourt

Principal Research Scientist

Symplectomorphic, LLC

 

Scalable Bayesian Inference with Hamiltonian Monte Carlo

 

Recorded Seminar

 

Abstract: Despite the promise of big data, inferences are often limited not by sample size but rather by systematic effects. Only by carefully modeling these effects can we take full advantage of the data — big data must be complemented with big models and the algorithms that can fit them. One such algorithm is Hamiltonian Monte Carlo, which exploits the inherent geometry of the posterior distribution to admit full Bayesian inference that scales to the complex models of practical interest. In this talk I will present a conceptual discussion of the challenges inherent to Bayesian computation and the foundations of why Hamiltonian Monte Carlo in uniquely suited to surmount them.

 

Bio: Michael Betancourt is the principal research scientist with Symplectomorphic, LLC where he develops theoretical and methodological tools to support practical Bayesian inference. He is also a core developer of Stan, where he implements and tests these tools. In addition to hosting tutorials and workshops on Bayesian inference with Stan he also collaborates on analyses in epidemiology, pharmacology, and physics, amongst others. Before moving into statistics, Michael earned a B.S. from the California Institute of Technology and a Ph.D. from the Massachusetts Institute of Technology, both in physics.

 

For more information on MIDAS or the Seminar Series, please contact midas-contact@umich.edu. MIDAS gratefully acknowledges Wacker Chemie AG for its generous support of the MIDAS Seminar Series.

Details

Date:
March 22
Time:
4:00 pm - 5:00 pm
Event Category:

Venue

Weiser Hall, 110
500 Church St
Ann Arbor, MI 48104 United States
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Phone:
7346158945