ABS16 - 2016 Applied Bayesian Statistics School

BAYES, BIG DATA, AND THE INTERNET

Villa del Grumello, Como, Italy

29th August - 2nd September, 2016








Programme
 		                                                               
Monday August 29: Introduction to Thompson sampling


· [13.00-          ] Registration
· [14.00-16.00] Introduction to Bayesian Methods, Experiments and Thompson Sampling
· [16.00-16.30] Coffee break
· [16.30-17.30] Bayesian computation: Gibbs, Metropolis, and slice sampling
· [17.30-18.30] Participants' introductions





Tuesday  Agust 30: Contextual and multivariate experiments

· [09.00-10.30] Sparse regression modeling with spike and slab priors
· [10.30-11.00] Coffee break
· [11.00-12.30] Data augmentation for non-Gaussian models: Probit, logit, Poisson, and T
· [12.30-14.00] Lunch at Villa del Grumello
· [14.00-15.00] Practical Session: Introduction to R
· [15.00-15.30] Coffee break
· [15.30-17.00] Participants' Talks 

                          
  • Elena Carraro: Tree-ring based palaeoclimate reconstruction using a hierarchical Bayesian model
  • Giorgio Corani: Statistical comparison of classifiers through Bayesian hierarchical modelling
  • Filippo Elba: A Bayesian approach to estimate resident and foreign population
  • Vladimir Novak: Experimentation under risk aversion
  • Shuyi Yang: Social Network Growth Models: Preferential Attachment in Presence of Windows Chair

Discussant: Prof. Francesca Greselin (Universitą Milano-Bicocca)





         · [18.00-18.30]  Lecture (open to the public) Dr. Steve Scott 

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Wednesday August 31:  Sparsity

· [09.00-10.30] Introduction to structural time series.
· [10.30-11.00] Coffee break
· [11.00-13.00] Practical Session: Bayesian Multi-armed bandit
· [13.00-          ] Free afternoon and evening




Thursday September 1:  Time series models with applications

· [09.00-10.30] Advanced topics in structural time series models
· [10.30-11.00] Coffee break
· [11.00-12.30] Tutorial on bsts software
· [12.30-14.00] Lunch at Villa del Grumello
· [14.00-15.30] Case studies:  CausalImpact, nowcasting, forecasting
· [15.30-16.00] Coffee break
· [16.00-18.00] Practical Session: Variable selection in Regression and Time series 
· [19.30-          ] Social Dinner


Ristorante Il Solito Posto
http://www.ilsolitoposto.net/

Via Lambertenghi, 9


  




Friday September 2: Facing "big" data


· [09.00-10.30] Consensus Monte Carlo
· [10.30-11.00] Coffee break
· [11.00-12.30] Practical: the Consensus Monte Carlo algorithm
· [12.30-13.00] Final Q&A