MIT: Independent Activities Period: IAP

IAP 2016



Introduction to Probabilistic Programming and Data Analysis

Vikash Mansinghka, Research Scientist

Enrollment: Limited: Advance sign-up required
Limited to 20 participants
Attendance: Participants must attend all sessions
Prereq: Familiarity with Python

Probabilistic inference is a widely-­used, mathematically rigorous approach for interpreting ambiguous information using models that are uncertain and/or incomplete. It has become central to multiple fields, from big data analytics to robotics and AI to computational modeling of the mind and brain. However, it currently requires deep technical expertise to use. Models and inference algorithms are difficult to communicate, design, implement, validate, and optimize, and inference often appears to be fundamentally intractable. The emerging field of probabilistic programming aims to make modeling and inference broadly accessible to non-experts, especially to facilitate data analysis, and to enable experts to tackle problems that are currently infeasible, especially in machine intelligence.

This class offers an introduction to probabilistic programming, emphasizing applications to Bayesian data analysis. The course will provide hands-on experience with the Venture and BayesDB platforms. Students will learn how to use probabilistic programming for data exploration, cleaning, confirmatory analysis, and predictive modeling. Students will also be exposed to techniques for writing custom models and inference programs that are suitable for more complex problems.   

(Students should be familiar with basic programming and statistical concepts. Familiarity with Python is required)

Sponsor(s): Brain and Cognitive Sciences
Contact: Rax Dillon, N/A, N/A, rax@mit.edu


Lectures

Jan/05 Tue 02:00PM-04:00PM 46-3015
Jan/07 Thu 02:00PM-04:00PM 46-3015
Jan/19 Tue 02:00PM-04:00PM 46-3015
Jan/26 Tue 02:00PM-04:00PM 46-3015

Vikash Mansinghka - Research Scientist


Labs

Jan/12 Tue 02:00PM-04:00PM 46-1015
Jan/14 Thu 02:00PM-04:00PM 46-1015
Jan/21 Thu 02:00PM-04:00PM 46-1015
Jan/28 Thu 02:00PM-04:00PM 46-1015

Vikash Mansinghka - Research Scientist