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S04 · Bayesian Statistics

A free, illustrated L2 to L3 course of 10 modules in the Statistics and Data Analysis track. Modules include: Bayesian thinking and updating; Conjugate models; Priors and prior predictive checks.

S04 L2 to L3 · Intermediate to Advanced 10 modules · about 40 lessons Planned · Ring 3

Part of the Statistics and Data Analysis track. Ships in Ring 3 (Breadth) of the roadmap.

Modules

1. Bayesian thinking and updating
2. Conjugate models
3. Priors and prior predictive checks
4. Posterior summaries and decisions
5. Markov chain Monte Carlo
6. Hamiltonian Monte Carlo
7. Hierarchical models
8. Model checking and comparison
9. Variational inference
10. Probabilistic programming in practice

Signature illustrations

The pictures a learner should still see in their head a year later:

Prior times likelihood becoming posterior, chain trace plots, Hamiltonian paths across a posterior surface, partial-pooling shrinkage plots.

Status

This course is planned, not written yet. It ships with Ring 3 (Breadth).

Every lesson will follow the same twelve-part blueprint with at least three purpose-made figures. Watch the repository to hear when modules ship, or help write and review it.