Kursuse eesmärk on anda esmane ülevaade Bayesi statistikast.
Loengud/seminarid toimuvad esmaspäeviti kell 14:15-16:00 ja kolmapäeviti kell 12:15-14:00 ruumis 2039.
Loengu konspekt aastast 2023. Kursus arvatavasti loengukonspekti täielikult ei jälgi.
Course Schedule
When reading is optional (but provides good context), we will add an asterisk (*) to it.
| Lecture | Date | Topics | Materials | Homework |
|---|---|---|---|---|
| 1 | Mon, Feb 09 | Introduction | slides, LN p. 1-7 | - |
| 2 | Wed, Feb 11 | Standard parametric models | exercises, LN p. 11-12 | HW1 |
| 3 | Mon, Feb 16 | Exchangeability and De Finetti's theorem | simulation | HW1 due |
| 4 | Wed, Feb 18 | Introduction to PyMC | lab1.ipynb | |
| Mon, Feb 23 | No class (Feb 24 is Independence Day) | |||
| 5 | Wed, Feb 25 | On the topic of priors | LN p. 38-56 | HW2 |
| 6 | Mon, Mar 02 | Jeffrey's priors | LN p. 64-67, reference priors slides | HW2 due |
| 7 | Wed, Mar 04 | practice | exercises, data.csv | |
| 8 | Mon, Mar 09 | Introduction to Decision Theory | TBC* | |
| 9 | Wed, Mar 11 | Bayes factor | ||
| 10 | Mon, Mar 16 | - | - | - |
| 11 | Wed, Mar 18 | Credible sets / Asymptotics | ||
| 12 | Mon, Mar 23 | |||
| 13 | Wed, Mar 25 | |||
| 14 | Mon, Mar 30 | |||
| 15 | Wed, Apr 01 | |||
| 16 | Mon, Apr 06 | |||
| 17 | Wed, Apr 08 | |||
| 18 | Mon, Apr 13 | |||
| 19 | Wed, Apr 15 | |||
| 20 | Mon, Apr 20 | |||
| 21 | Wed, Apr 22 | |||
| 22 | Mon, Apr 27 | |||
| 23 | Wed, Apr 29 | |||
| 24 | Mon, May 04 | |||
| 25 | Wed, May 06 | |||
| 26 | Mon, May 11 | |||
| 27 | Wed, May 13 | |||
| 28 | Mon, May 18 | |||
| 29 | Wed, May 20 | |||
| 30 | Mon, May 25 | |||
| 31 | Wed, May 27 |
Abbrevation key
- LN Lecture notes for the course
- BDA Book Bayesian Data Analysis 3rd edition
- TBC Book The Bayesian Choice 2nd edition