DATA737001: Bayesian Modeling and Computation

Instructor

• Nan Zhang

Textbook

• Gelman, Carlin, Stern, Dunson, Vehtari, and Rubin (2013). Bayesian Data Analysis, 3rd Edition, Chapman and Hall/CRC

Reference

• McElreath (2020) Statistical Rethinking: a Bayesian Course with Examples in R and STAN, 2nd Edition, Chapman and Hall/CRC
• Givens and Hoeting (2012). Computational Statistics, Wiley
• Rasmussen and Williams (2005). Gaussian Processes for Machine Learning, The MIT Press
• Law, Stuart, and Zygalakis (2015). Data Assimilation: a Mathematical Introduction, Springer
• Bishop (2006). Pattern Recognition and Machine Learning, Springer

Schedule

• Introduction to Bayesian Inference
• Single and Multiple Parameter Models
• Markov Chain Monte Carlo Methods
• Linear and Generalized Linear Models
• Decision Theory and Model Selection
• Advanced MCMC
• Scalable MCMC
• Variational Inference
• Gaussian Processes
• Dirichlet Processes
• Bayesian Data Assimilation
• Selected Topics