Workshops/Conferences

Practical Inference for Researchers in the Physical Sciences

by Francesca Capel (ODSL) , Johannes Buchner (PUC)

Europe/Berlin
Online
Description

Overview

The ORIGINS Data Science Laboratory is organising the next set of block courses from September 6th - 15th 2021 on the theme of Practical Inference for Researchers in the Physical Sciences.

The idea with the block course format is to have two weeks of more intense lectures and tutorial sessions. With this course, we want to focus on bridging the gap between learning about Bayesian probability theory and the actual application of these methods to realistic research problems. In this way, the course will be a mix of standard lectures as well as interactive coding exercises.

The courses and tutorials are organised by Johannes Buchner and Francesca Capel. All sessions will be held online via Zoom. Please register for the course using the link below and feel free to get in touch if you have any questions.

Course content

This session consists of two one-week courses.

Block I: Monte Carlo inference methods

September 6th - 8th 2021

In this block, we will refresh some of the basic concepts of Bayesian inference and introduce the algorithms and tools that can be used to implement analyses. The main lecturer is Johannes Buchner.

Topics covered:

  • Refresher on Bayesian inference for parameter estimation and model comparison
  • Parameter uncertainties, degeneracies and knowledge updates
  • Modern Monte Carlo algorithms for Bayesian inference in practice:
    • Importance Sampling
    • Markov Chain Monte Carlo
    • Nested Sampling
  • Modern probabilistic computation packages

Block II: Bayesian workflow

September 13th - 15th 2021

In this block, we will demonstrate how to apply the above methods to realistic problems and deal with common issues that may arise. The main lecturer is Francesca Capel.

Topics covered:

  • Going from a science question to a statistical model
  • Defining sensible priors for your problem
  • Diagnosing problems in models and computation
  • Verification of a statistical model through simulations
  • Experiment design
  • Model comparison

Expected prerequisites

We expect students following the course to have a basic understanding of Bayesian probability theory and a good grasp of python and Jupyter notebooks, which will be used for the tutorial sessions.

Timetable

The course will run from Monday to Wednesday each week with the following schedule:

Lecture 10:00 - 12:00 

Tutorial 14:00 - 16:00

The lectures will include short breaks and the tutorials will be interactive coding sessions.

Registration

To register, click on the button below. If you want to register for ECTS credits through the TUM, you must also register in TUMonline (simply search for each block course by its name). 

Forms of credit

It is possible to get a certification or ECTS points for participation in the block courses:

To get a Certificate of Participation (for either one of the two blocks or both), you will need to turn in solutions to the exercises that will be assigned during the course tutorial session and get a passing grade.  The certification will be done on a course-by-course basis, and will state that you have successfully completed the block course in the respective topic.  

To get the 3 (LMU) or 5 (TUM) ECTS points, you will need to turn in solutions to all exercises (tutorial and homework) for both block courses. The grade for the course will be based on these exercises, and there will not be an additional exam. Due to the difference in credits, the amount of work necessary for LMU and TUM students will be adjusted accordingly.

All exercises will be made available before the courses and the deadline to hand in the solutions is September 30, 2021. Participants who do not want a certificate or ECTS credits are not required to turn in solutions, but are allowed to do so.

Receiving credit 

TUM: Students may obtain 5 ECTS by registering on TUMOnline (see Registration above).

LMU: Students in Physics may obtain 3 ECTS as an elective subject from
this course. Please follow the directions at
https://www.physik.lmu.de/en/studies/examination-office/index.html#st_accordion__master_6
for a recognition of the credits.

Zoom information

The Zoom meeting links will be shared here prior to the start of the course.

The course itself, as well as one tutorial will be recorded, the other tutorials not. If you have any objections to this, please contact us directly. We will make the recordings of the lectures available online until the deadline for turning in reports (see below). After that date, the recordings will be removed and no longer be accessible.

Organized by

Francesca Capel
Johannes Buchner

Registration
Participants