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Probabilistic Programming Study Group @ The Alan Turing Institute

We meet every second Wednesday 3-4pm to learn something new about probabilistic programming languages and adjacent topics. Meetings are hybrid, we usually have Joan Clarke, David Blackwell, or Jack Good booked. We usually record the meetings, but only for Turing-internal distribution.

If you are interested, join #probabilistic-programming on Turing's Slack. If you don't have the calendar invite message @mhauru or @radka-j on Slack or email.

Sessions

  • 2024-09-25: @penelopeysm will lead a session on basics of Markov Chain Monte Carlo and Metropolis Hastings.
  • 2024-10-09: @penelopeysm will continue the introduction to Metropolis-Hastings and MCMC with an example application for Bayesian inference. @mhauru will also talk about the theory of why Metropolis-Hastings works, and we’ll have a discussion about autocorrelation in MCMC, and how it needs to be accounted for.
  • 2024-10-23: @mhauru will lead a session on some theory of Metropolis sampling and an intro to Hamiltonian Monte Carlo
  • 2024-11-06: @radka-j will lead an introduction to Stan
  • 2024-11-13: @alexeatscake will give an Introduction to Gaussian Processes
  • 2024-11-20: @aduncan001 will lead a session on particle filters/sequential Monte Carlo
  • 2024-12-04: @willtebbutt will lead a session on automatic differentiation
  • 2025-01-08: @mallewellyn will lead the session, topic tbd

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