This course introduces the Bayesian approach to statistics, starting with the concept of probability and moving to the analysis of data. We will learn about the philosophy of the Bayesian approach as well as how to implement it for common types of data. We will compare the Bayesian approach to the more commonly-taught Frequentist approach, and see some of the benefits of the Bayesian approach. In particular, the Bayesian approach allows for better accounting of uncertainty, results that have more intuitive and interpretable meaning, and more explicit statements of assumptions. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. For computing, you have the choice of using Microsoft Excel or the open-source, freely available statistical package R, with equivalent content for both options. The lectures provide some of the basic mathematical development as well as explanations of philosophy and interpretation. Completion of this course will give you an understanding of the concepts of the Bayesian approach, understanding the key differences between Bayesian and Frequentist approaches, and the ability to do basic data analyses.
Offert par
Bayesian Statistics: From Concept to Data Analysis
Université de Californie à Santa CruzÀ propos de ce cours
Résultats de carrière des étudiants
20%
14%
Compétences que vous acquerrez
Résultats de carrière des étudiants
20%
14%
Offert par
Université de Californie à Santa Cruz
UC Santa Cruz is an outstanding public research university with a deep commitment to undergraduate education. It’s a place that connects people and programs in unexpected ways while providing unparalleled opportunities for students to learn through hands-on experience.
Programme du cours : ce que vous apprendrez dans ce cours
Probability and Bayes' Theorem
In this module, we review the basics of probability and Bayes’ theorem. In Lesson 1, we introduce the different paradigms or definitions of probability and discuss why probability provides a coherent framework for dealing with uncertainty. In Lesson 2, we review the rules of conditional probability and introduce Bayes’ theorem. Lesson 3 reviews common probability distributions for discrete and continuous random variables.
Statistical Inference
This module introduces concepts of statistical inference from both frequentist and Bayesian perspectives. Lesson 4 takes the frequentist view, demonstrating maximum likelihood estimation and confidence intervals for binomial data. Lesson 5 introduces the fundamentals of Bayesian inference. Beginning with a binomial likelihood and prior probabilities for simple hypotheses, you will learn how to use Bayes’ theorem to update the prior with data to obtain posterior probabilities. This framework is extended with the continuous version of Bayes theorem to estimate continuous model parameters, and calculate posterior probabilities and credible intervals.
Priors and Models for Discrete Data
In this module, you will learn methods for selecting prior distributions and building models for discrete data. Lesson 6 introduces prior selection and predictive distributions as a means of evaluating priors. Lesson 7 demonstrates Bayesian analysis of Bernoulli data and introduces the computationally convenient concept of conjugate priors. Lesson 8 builds a conjugate model for Poisson data and discusses strategies for selection of prior hyperparameters.
Models for Continuous Data
This module covers conjugate and objective Bayesian analysis for continuous data. Lesson 9 presents the conjugate model for exponentially distributed data. Lesson 10 discusses models for normally distributed data, which play a central role in statistics. In Lesson 11, we return to prior selection and discuss ‘objective’ or ‘non-informative’ priors. Lesson 12 presents Bayesian linear regression with non-informative priors, which yield results comparable to those of classical regression.
Avis
Meilleurs avis pour BAYESIAN STATISTICS: FROM CONCEPT TO DATA ANALYSIS
Good intro to Bayesian Statistics. Covers the basic concepts. Workload is reasonable and quizzes/exercises are helpful. Could include more exercises and additional backgroung/future reading materials.
An excellent course with some good hands on exercises in both R and excel. Not for the faint of heart mathematically speaking, assumes a competent understanding of statistics and probability going in
Great course. The content moves at a nice pace and the videos are really good to follow. The Quizzes are also set at a good level. You can't pass this course unless you have understood the material.
the notes for the lectures are missing. In my opinion the notes, which includes the video materials could be very useful.\n\nthe course was good. I learnt some new concepts in bayesian thinking.
Foire Aux Questions
Quand aurai-je accès aux vidéos de cours et aux devoirs ?
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