STATS 225: Bayesian Analysis
Lecture 3: Markov chain Monte Carlo
Babak Shahbaba
Department of Statistics, UCI
Background
We saw previously that in certain situations, the posterior
distribution has a
STATS 225: Bayesian Analysis
Lecture 5: More on MCMC
Babak Shahbaba
Department of Statistics, UCI
Convergence diagnosis
When using MCMC methods for sampling, it is important to
make sure that the cha
STATS 225: Bayesian Analysis
Lecture 10: Nonparametic Bayesian
Dirichlet process mixture models
Babak Shahbaba
Department of Statistics, UCI
Dirichlet process mixture models
In this lecture, we are g
STATS 225: Bayesian Analysis
Lecture 7: Linear and generalized linear models
Babak Shahbaba
Department of Statistics, UCI
Bayesian Linear regression models
Consider the following ordinary liner regre
STATS 225: Bayesian Analysis
Lecture 8: More on model evaluation
Babak Shahbaba
Department of Statistics, UCI
Decision theory
In the Bayesian paradigm, hypothesis testing and model
evaluation are spe
STATS 225: Bayesian Analysis
Lecture 6: Hierarchical Bayesian models
Babak Shahbaba
Department of Statistics, UCI
Reminder: Exchangeability
We discussed exchangeability before.
Informally, a set of