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Activity Number:
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10
- General-Purpose Fast Accurate Bayesian Computation at Big-Data Scale
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Type:
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Invited
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Date/Time:
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Sunday, July 30, 2017 : 2:00 PM to 3:50 PM
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Sponsor:
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International Society for Bayesian Analysis (ISBA)
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Abstract #322399
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Title:
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Scalable Bayesian Inference with Hamiltonian Monte Carlo
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Author(s):
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Michael Betancourt*
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Companies:
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University of Warwick
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Keywords:
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Abstract:
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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. In this talk I'll discuss the challenges of fitting high dimensional models and how Hamiltonian Monte Carlo is uniquely suited to these problems.
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Authors who are presenting talks have a * after their name.
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