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Tuesday, June 28 • 11:42am - 12:00pm
bayesboot: An R package for easy Bayesian bootstrapping

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Introduced by Rubin in 1981, the Bayesian bootstrap is the Bayesian analogue to the classical non-parametric bootstrap and it shares the classical bootstrap's advantages: It is a non-parametric method that makes weak distributional assumptions and that can be used to calculate uncertainty intervals for any summary statistic. Therefore, it can be used as an inferential tool even when the data is not well described by standard distributions, for example, in A/B testing or in regression modeling. The Bayesian bootstrap can be seen as a smoother version of the classical bootstrap. But it is also possible to view the classical bootstrap as an approximation to the Bayesian bootstrap.

In this talk I will explain the model behind the Bayesian bootstrap, how it connects to the classical bootstrap and in what situations the Bayesian bootstrap is useful. I will also show how one can easily perform Bayesian bootstrap analyses in R using my package bayesboot (https://cran.r-project.org/package=bayesboot).

avatar for Ben Goodrich

Ben Goodrich

Lecturer in the Discipline of Political Science, Columbia University
Ben Goodrich is a core developer of Stan, which is a collection of statistical software for Bayesian estimation of models, and is the maintainer of the corresponding rstan and rstanarm R packages. He teaches in the political science department and in the Quantitative Methods in the... Read More →

avatar for Rasmus Arnling Bååth

Rasmus Arnling Bååth

Data Scientist, King
I'm a Data scientist at King interested all things stats, but if it's Bayesian I'm especially interested.

Tuesday June 28, 2016 11:42am - 12:00pm PDT
Barnes & McDowell & Cranston