Applied Bayesian Statistics Course




About the course

This course is part of the doctorate program in Statistical Engineering at National University of Engineering. This course covers a review of likelihood-based inference, and main concepts for Bayesian inference such as prior , posterior, predictive and marginal distributions, as well as methods to perform Bayesian inference such as Markov chain Monter Carlo and other posterior-approximation methods.

Syllabus

The contents of the course is described here: syllabus.pdf.

Lessons

  1. Likelihood-based inference
  2. Introduction to Bayesian inference
  3. Priors and model checking
  4. Sampling algorithms

Labs