Join us as Michael Betancourt, principal research scientist at Symplectomorphic LLC, presents, "Scalable Bayesian Inference with Hamiltonian Monte Carlo." 

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.  One such algorithm is Hamiltonian Monte Carlo. In this talk, Betancourt 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.

Coffee with Dr. Betancourt will be at 9:45am