Earlier this week, my company, Lander Analytics, organized our first public Bayesian short course, taught by Andrew Gelman, Bob Carpenter and Daniel Lee. Needless to say the class sold out very quickly and left a long wait list. So we will schedule another public training (exactly when tbd) and will make the same course available for private training.
This was the first time we utilized three instructors (as opposed to a main instructor and assistants which we often use for large classes) and it led to an amazing dynamic. Bob laid the theoretical foundation for Markov chain Monte Carlo (MCMC), explaining both with math and geometry, and discussed the computational considerations of performing simulation draws. Daniel led the participants through hands-on examples with Stan, covering everything from how to describe a model, to efficient computation to debugging. Andrew gave his usual, crowd dazzling performance use previous work as case studies of when and how to use Bayesian methods.
It was an intensive three days of training with an incredible amount of information. Everyone walked away knowing a lot more about Bayes, MCMC and Stan and eager to try out their new skills, and an autographed copy of Andrew’s book, BDA3.
A big help, as always was Daniel Chen who put in so much effort making the class run smoothly from securing the space, physically moving furniture and running all the technology.
Jared Lander is the Chief Data Scientist of Lander Analytics a New York data science firm, Adjunct Professor at Columbia University, Organizer of the New York Open Statistical Programming meetup and the New York and Washington DC R Conferences and author of R for Everyone.