Nonparametric Bayesian Methods: Models, Algorithms, and Applications

This tutorial is taking place at the 2017 SIdE Summer School of Econometrics at the Bank of Italy Sadiba Center, Perugia, Italy.

Day 1: Monday, July 10, 9:00 AM–10:30 AM, 11:00 AM–12:30 PM
Day 2: Tuesday, July 11, 9:00 AM–10:30 AM, 11:00 AM–12:30 PM
Day 3: Wednesday, July 12, 9:00 AM–10:30 AM, 11:00 AM–12:30 PM
Day 4: Thursday, July 13, 9:00 AM–10:30 AM, 11:00 AM–12:30 PM
Day 5: Friday, July 13, 8:30 AM–9:30 AM, 10:00 AM–12:00 PM

  Professor Tamara Broderick


Nonparametric Bayesian methods are used for data analysis in a wide variety of disciplines. These methods make use of infinite-dimensional mathematical structures to allow the practitioner to learn more from their data as the size of their data set grows. What does that mean, and how does it work in practice? In this tutorial, we'll cover why machine learning and statistics need Bayesian methods but also why they need more than just parametric Bayesian inference. We'll introduce such foundational nonparametric Bayesian models as the Dirichlet process, Chinese restaurant process, and Gaussian process and touch on the wide variety of models available in nonparametric Bayes. Along the way, we'll see what exactly nonparametric Bayesian methods are and what they accomplish.