Bayesian Statistics
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Bayesian Statistics

Independent readings course on Bayesian statistics with R and Stan

Andrew Heiss and Meng Ye

Fall 2022


Main readings

Statistical Rethinking:
A Bayesian Course with Examples in R and Stan

Richard McElreath

Bayes Rules!
An Introduction to Applied Bayesian Modeling

Alicia A. Johnson, Miles Q. Ott, and Mine Dogucu


 

\[ \require{mathtools} \definecolor{bayesred}{RGB}{147, 30, 24} \definecolor{bayesblue}{RGB}{32, 35, 91} \definecolor{bayesorange}{RGB}{218, 120, 1} \definecolor{grey}{RGB}{128, 128, 128} {\color{bayesorange} P (\text{H} \mid \text{E})} = \frac {{\color{bayesred} P(\text{H})} \times {\color{bayesblue}P(\text{E} \mid \text{H})}} {\color{grey} {P(\text{E})}} \]

\[ {\color{grey} \overbracket[0.25pt]{\color{bayesorange} P (\text{Unknown} \mid \text{Data})}^{\text{Posterior}}} = \frac {{\color{grey} \overbracket[0.25pt]{\color{bayesred} P (\text{Unknown})}^{\text{Prior}}} \times {\color{grey} \overbracket[0.25pt]{\color{bayesblue} P (\text{Data} \mid \text{Unknown})}^{\text{Likelihood}}}} {{\color{grey} \underbracket[0.25pt]{{\color{grey} P(\text{E})}}_{\text{Average likelihood}}}} \]

\[ {\color{grey} \overbracket[0.25pt]{\color{bayesred} P (\text{Unknown})}^{\text{Prior}}} \times {\color{grey} \overbracket[0.25pt]{\color{bayesblue} P (\text{Data} \mid \text{Unknown})}^{\text{Likelihood}}} \propto {\color{grey} \overbracket[0.25pt]{\color{bayesorange} P (\text{Unknown} \mid \text{Data})}^{\text{Posterior}}} \]

Content 2022 by Andrew Heiss and Meng Ye
All content licensed under a Creative Commons Attribution-NonCommercial 4.0 International license (CC BY-NC 4.0)
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