American Statistical Association
New York City
Metropolitan Area Chapter

Memorial Sloan Kettering Cancer Center
Department of Epidemiology and Biostatistics
Biostatistics Seminar Series


Yuelin Li, Ph.D.
Associate Attending Behavioral Scientist
Department of Psychiatry and Behavioral Sciences
Department of Epidemiology and Biostatistics
Memorial Sloan Kettering Cancer Center

BAYESIAN NONPARAMETRICS WITHOUT TEARS

My talk aims to be a how-to guide on implementing the Dirichlet Process (DP) from scratch. I plan to summarize the essential ingredients in implementing DP: 1) the proof of exchangeability that allows DP to spawn new clusters as data accrue; and 2) the MCMC algorithm using the Chinese Restaurant Process. These essential ingredients are often omitted, not clearly explained, or simply assumed understood in tutorials you find online. I will walk you through a working example step by step. Important derivations missing in popular tutorials will be restored. The goal is to give you a good starting point in incorporating Bayesian nonparametrics in your own methods development.


Date: Wednesday, October 10, 2018
Time: 4:00 - 5:00 P.M.
Location: Memorial Sloan Kettering Cancer Center
Department of Epidemiology and Biostatistics
485 Lexington Avenue
(Between 46th & 47th Streets)
2nd Floor, Conference Room B
New York, New York

**Outside visitors please email wernery@mskcc.org for building access.
You must be on the security list to enter the floor.

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