Seminar Bayesian computation: state of the art and recent developments

Bayesian computation mainly revolves around computation of the posterior distribution. Often these cannot be computed analytically in closed form, especially for big and complex datasets. Hence, approximations became more and more popular. Recent decades have seen enormous improvements in computational inference for statistical models, with both theoretical and algorithmic innovations opening new opportunities to practitioners.
In this seminar, we will discuss state of the art methods like MCMC algorithms but also recent developments in approximate Bayesian techniques, such as ABC or variational Bayes. We will aim for both: A good theoretical understanding of the presented methods as well as showing how helpful such methods are in Economics, Life Sciences, and other fields. 

Registration from 1 to 15 August 2020 via moodle.

Required prior lecture: "Introduction to Statistical and Machine Learning".


Semester: WiSe 2020/21