Bayesian Statistics and Markov Chain Monte Carlo

Overview

You will learn about Bayesian statistics and Markov Chain Monte Carlo.

Goals

• Learn about Bayesian Statistics

• Markov-chain Monte Carlo put into practice

Lecture Materials

• Slides

• Bayesian Statistics

• Markov Chain Monte Carlo in Practice

Homework Assignment

• Homework 06: Bayesian Statistics and MCMC

Supplemental Readings

• Beta Distribution

• Gamma Function

• Uninformative Priors

• Conjugate Priors

• Importance Sampling

• C. Maes, An introduction to the theory of Markov processes mostly for physics students

• Foreman-Mackey, Hogg, Lang, Goodman, emcee: The MCMC Hammer