Probabilistic programming languages for Bayesian statistical inference
- Python PyMC, ArviZ for visualization
- R RStan, for more 'R-like experience' use rstanarm or brms
- Julia Turing.jl
Tartu Ülikoolis varasemalt toimunud Bayesi kursuseid:
- ...-2016 Bayesi statistika Markovi ahelatega, konspekt
- 2023-2024 Sissejuhatus Bayesi mudelitesse (3 EAP)
- 2025 Praktiline Bayesi statistika, GitHub
Literature (in no particular order)
- Gelman, Carlin, Stern, Dunson, Vehtari, Rubin (2014). Bayesian Data Analysis (BDA). 3rd edition. Here is the book webpage and a free PDF version.
- Schervish (1995). Theory of Statistics.
- Robert (2007). The Bayesian Choice: From Decision-Theoretic Foundations to Computational Implementation. 2nd edition.
- Hoff (2009). A First Course in Bayesian Statistical Methods.
- Kruschke (2015). Doing Bayesian data analysis: a tutorial with R, JAGS, and Stan. 2nd edition. Free online book is available in the university's network.
- McElreath (2020). Statistical rethinking: a Bayesian course with examples in R and Stan.
- Ghosal, Van Der Vaart (2017). Fundamentals of Nonparametric Bayesian Inference.