SO-IAA School on Bayesian Statistics

May 5, 2025, 9:00 AM → May 8, 2025, 12:00 PM Europe/Madrid

Salón de Actos (IAA)

Monday May 5 - Basics of Bayesian Inference

09:00 - 09:30 Introductions, logistics, schedule, github resources (Gwen & Daniela)

09:30 - 10:30 A practical introduction to random variables and probability distributions (Gwen)

10:30 - 11:00 Break

11:00 - 12:00 Introduction to Bayes theorem and the basics of probability (Daniela) 

12:00 - 12:45 Exercise: A fun Bayesian exercise with candy (Gwen and Daniela)

12:45 - 13:15 Break

13:15 - 14:00 Exercise: A fun Bayesian exercise with candy (Gwen and Daniela)

 

Tuesday May 6 - Bayesian Computation

Bayesian inference in practice: the basics of sampling algorithms, and how to know whether your model is less wrong than other models.

 

09:00 - 09:30 Choosing priors (Daniela)

09:30 - 10:00 Linear regression: Frequentist vs. Bayesian approach (Gwen)

10:00 - 10:30 Bayesian computation, Intro to Markov chains (Gwen)

10:30 - 11:00 Break

11:00 - 11:30 Monitoring and assessing sampling convergence (Daniela)

11:30 - 12:00 Model Comparison, and other sampling algorithms (Daniela, with some help from Gwen)

12:00 - 12:30 Exercise: inspecting Markov chain behaviour (Gwen)

12:30 - 13:00 Break

12:30 - 14:00 Exercise: linear regression within the Bayesian paradigm (Gwen)

 

Wednesday May 7 - Beyond the linear model: hierarchical and generalized linear models

 

09:00 - 09:45 Is the inference any good? What does “good” mean? (Daniela + Gwen)

09:45 - 10:30 Exercise: back to m&m’s predictive posterior (Gwen)

10:30 - 11:00 Break

11:00 - 11:30 Hierarchical modelling (Gwen)

11:30 - 12:00 Probabilistic/differentiable programming with JAX, pyro, STAN (Gwen & Daniela)

12:00 - 12:30 Introduction to generalized linear models (GLMS) and brms (Gwen)

12:30 - 13:00 Break

13:00 - 14:00 Exercises with GLMs (Gwen)

 

Thursday May 8 - Simulation-based Bayesian Inference (Daniela)

09:00 - 09:45 Intro to Simulation-Based Inference (Daniela)

09:45 - 10:15 Exercise: Squirrels in the M&M Factory! (Daniela)

10:15 - 10:45 Coffee Break

10:45 - 11:30 Different flavours of SBI (Daniela)

11:30 - 12:00 Validating SBI results (Daniela)

 

Materials

 

 https://github.com/dhuppenkothen/bayes-school-granada-2025

Please install git

 https://swcarpentry.github.io/git-novice/

Tutors

Gwendolyn Eadie (University of Toronto)

Daniela Huppenkothen (SRON, The Netherlands)

 

Organizing Committee 

Rainer Schödel (IAA-CSIC)

Laura Darriba (IAA-CSIC)

Javier Moldón (IAA-CSIC)

Participants

The maximum number of participants will be limited to 40. 

 

Registration

The registration fee is 200€ for participants from the IAA-CSIC and 250 € for participants from external institutes. Registration is only considered complete once the payment has been received. Participants from the IAA-CSIC have to use their official (iaa.es) email when registering so that the discount is applied correctly. Please register here. 

 

Cancellation policy

• 90% of the fee will be returned, if participation is cancelled up to one month before the event
• 50% of the fee will be returned, if participation is cancelled up to 15 days  before the event
• 0% otherwise

 

 

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This event is supported by the "Center of Excellence Severo Ochoa" award to the Instituto de Astrofísica de Andalucía. We acknowledge financial support from the Severo Ochoa grant CEX2021-001131-S funded by MCIN/AEI/ 10.13039/501100011033 from the Instituto de Astrofísica de Andalucía.