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In Memoriam: Herman K. van Dijk
Zellner Award Session at the 2022 ISBA World Meeting in Montreal (© Sylvia Frühwirth-Schnatter) Herman K. van Dijk, the founder of the European Seminar on Bayesian Econometrics (ESOBE) and a founding member of the International Society for Bayesian Analysis (ISBA), passed away on 24 January 2025 at the age of 79 after a career in […]
February 4, 2025
2024 Zellner Medals
Congratulations to the recipients of the 2024 Zellner Medals: Sylvia Fruehwirth-Schnatter For fundamental innovative research in simulation-based Bayesian inference for dynamic models with substantial practical implication for forecasting, for true leadership in training talented young researchers with a high-quality classic textbook, for throughout her career championing Bayesian methods in econometrics, and for her leadership as […]
January 6, 2025
2024 ISBA Fellows
Congratulations to the 2024 cohort of ISBA Fellows! Guido Consonni: In recognition of his commitment to mentoring junior statisticians, his significant methodological and theoretical contributions, particularly in objective Bayes and graphical modeling, and his leadership and service to the Bayesian community, particularly within Italy. Francesca Dominici: For her methodological contributions to Bayesian statistics, via advanced […]
2023 ISBA Award Winners
Congratulations to all of the winners of the 2023 ISBA Awards, as announced at the 2024 ISBA World Meeting: Blackwell-Rosenbluth Awards: Francois-Xavier Briol, Xenia Miscouridou, Maria Skoularidou, Jonathan H. Huggins, Georgia Papadogeorgou, Guanyang Wang Mitchell Prize: Siro Legramanti, Tommaso Rigon, Daniele Durante, David B. Dunson, “Extended stochastic block models with application to criminal networks,” The […]
An Introduction to Bayesian inference by Peter Green (2011)
Peter Green’s introductory lecture on Bayesian inference can be found here: http://videolectures.net/mlss2011_green_bayesian/. Description: Inference is the process of discovering from data about mechanisms that may have caused or generated that data, or at least explain it. The goals are varied – perhaps simply predicting future data, or more ambitiously drawing conclusions about scientific or societal […]
January 20, 2021
Bayesian inference for categorical data analysis: Alan Agresti’s slides (2006)
A historical overview of the use of Bayesian inference for categorical data by Alan Agresti [PDF Download]. This is based on a paper which can be found here: [PDF Download].
Lecture slides on Hamiltonian Monte Carlo (HMC) by Aki Nishimura and Antonietta Mira
Aki Nishimura and Antonietta Mira taught a short-course at Lugano about Hamiltonian Monte Carlo (HMC), and here are the source files for the beamer slides with accompanying R codes: https://github.com/aki-nishimura/hmc-lecture!
Video, Slides, and Code: Nonparametric Bayes (by Tamara Broderick)
Tamara Broderick has a wonderful information set (Video, Slides, Code) about Nonparametric Bayes. Check it out here: http://people.csail.mit.edu/tbroderick/tutorial_2016_mlss_cadiz.html!
Video and Slides: Variational Bayes and Beyond (by Tamara Broderick)
The ICML 2018 tutorial by Tamara Broderick entitled “Variational Bayes and beyond: Bayesian inference for big data” can be found here: http://people.csail.mit.edu/tbroderick/tutorial_2018_icml.html. Abstract: Bayesian methods exhibit a number of desirable properties for modern data analysis—including (1) coherent quantification of uncertainty, (2) a modular modeling framework able to capture complex phenomena, (3) the ability to incorporate […]
“It Pays to Go Bayes”, a video lectures series on Bayesian Methods in Econometrics and Forecasting
“It Pays to Go Bayes” [Youtube link] is a video lecture series on Bayesian Methods in Econometrics and Forecasting edited by K. Surekha Rao. This series contains twenty-four foundational lectures by prominent Bayesians Arnold Zellner, Jayanta Kumar Gosh, Prem Goel, Wolfgang Wolfgang Polasek, William Griffiths, and a few early Indian Bayesians. An international workshop on […]
Tags: Bayesian Foundations Lectures
January 5, 2021
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