16-20 March 2020
This course will be held online in response to the coronavirus outbreak
In recent years, Bayesian methods have come to be widely adopted in all areas of science. This is in large part due to the development of sophisticated software for probabilisic programming; a recent example is the astonishing computing capability afforded by the language Stan (mc-stan.org). However, the underlying theory needed to use this software sensibly is often inaccessible because end-users don't necessarily have the statistical and mathematical background to read the primary textbooks (such as Gelman et al's classic Bayesian data analysis, 3rd edition). In this course, we seek to cover this gap, by providing a relatively accessible and technically non-demanding introduction to the basic workflow for fitting different kinds of linear models using Stan. To illustrate the capability of Bayesian modeling, we will use the R package RStan and a powerful front-end R package for Stan called brms.
We assume familiarity with R. Participants will benefit most if they have previously fit linear models and linear mixed models (using lme4) in R, in any scientific domain. No knowledge of calculus or linear algebra is assumed, but basic school level mathematics knowledge is assumed (this will be quickly revisited in class).
After completing this course, the participant will have become familiar with the foundations of Bayesian inference using Stan (RStan and brms), and will be able to fit a range of multiple regression models and hierarchical models, for normally distributed data, and for log-normal, poisson, multinomial, and binomially distributed data. They will know how to calibrate their models using prior and posterior predictive checks; they will be able to establish true and false discovery rates to validate discovery claims, and to carry out model comparison using cross-validation methods, and Bayes factors.
Monday- 09:30- 17:30
Foundations of Bayesian inference
This includes course material
> 30 days before the start date = 30% cancellation fee
< 30 days before the start date= No Refund.
Physalia-courses cannot be held responsible for any travel fees, accommodation or other expenses incurred to you as a result of the cancellation.