Bayesian method with R - Oct 2

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Posted on Oct 3, 2014

1. Intro:

Vivian will cover the following topic using R:
• write short scripts to define a Bayesian model
• use or write functions to summarize a posterior distribution
• use functions to simulate from the posterior distribution
• construct graphs to illustrate the posterior inference

And she will show a few real world applications of Bayesian modeling.

2. Speaker:

Vivian Zhang, CTO of SupStat Inc which is a data analytic consulting firm.

3. Perquisites:

Basic R programming background.

4. Scenario Review:

[Best_Wordpress_Gallery gallery_type="thumbnails" theme_id="1" gallery_id="62" sort_by="order" order_by="asc" show_search_box="0" search_box_width="180" image_column_number="5" images_per_page="30" image_title="none" image_enable_page="1" thumb_width="200" thumb_height="150" thumb_click_action="undefined" thumb_link_target="undefined" popup_fullscreen="0" popup_autoplay="0" popup_width="800" popup_height="500" popup_effect="fade" popup_interval="5" popup_enable_filmstrip="1" popup_filmstrip_height="70" popup_enable_ctrl_btn="1" popup_enable_fullscreen="1" popup_enable_info="1" popup_info_always_show="0" popup_enable_rate="0" popup_enable_comment="1" popup_hit_counter="0" popup_enable_facebook="1" popup_enable_twitter="1" popup_enable_google="1" popup_enable_pinterest="0" popup_enable_tumblr="0" watermark_type="none" watermark_link="https://web-dorado.com"]

5. Relevant Materials:

    1) Meetup slides:

    2) Meetup video:

3) ACF plot reading: https://sfb649.wiwi.hu-berlin.de...­

4) Metropolis Hastings algorithm: https://en.wikipedia.org/wiki/Metropolis_Hastings_algorithm­

5) Gibbs Sampling: https://en.wikipedia.org/wiki/Gibbs_sampling­

6) https://en.wikipedia.org/wiki/Pythagorean_theorem

7) https://en.wikipedia.org/wiki/Harold_Jeffreys

8) https://en.wikipedia.org/wiki/Naive_Bayes_classifier

9) https://en.wikipedia.org/wiki/Thomas_Bayes

10) NaiveBayes from e1091 packakge: https://cran.r-project.org/web/packages/e1071/e1071.pdf

11) event link: https://www.meetup.com/NYC-Open-Data/events/209879402/

6. Further Information:

Twitter: @Vivian__Zhang  @SupStat  @NycDataSci

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