Starting from mathematical preparation such as probability distribution, linear
algebras, we will study the theory of Bayes and its extension, natural conjugate
distribution, hierarchical Bayes, numerical resolution such as MCMC, other logit profit
models and Bayesian network.
The purpose of this class is to introduce the essence of Bayesian Statistics to the biginners.
Class schedule of 2010
May 19: Introduction to Bayes Theorem
(no class on May 26)
June 2: Binomial Model and Poisson Model
June 9: Normal Model
June 16: Normal Regression Model
June 23: Bayesian Numerical Calculations (Markov Chain Monte Carlo)
June 30: Application of MCMC
July 7: Model Selection
July 14: miscellaneous topics
The handouts can be found at: