Bayesian Inference
Week 13, Spring 2022
- Start: Monday, April 11
- End: Friday, April 15
Summary
This week we will introduce a new brand of inference, Bayesian inference. This will be contrasted against the frequentist inference we have done up to this point. We will also very briefly introduce decision theory.
Learning Objectives
- Understand how Bayesian inference combines prior belief with observed data.
- Use Bayesian inference to create point estimates and interval estimates.
- Understand how decision theory can help compare estimators.
Reading
| Source | Section |
|---|---|
| Wasserman | 11.1 - 11.9 |
| Wasserman | 13.1 - 13.7 |
| Evans and Rosenthal | 7.1 - 7.4 |
| Marden | 11.6 |
| Marden | 20.1 - 20.8 |
Video
| Title and Slides | Link | Mirror |
|---|---|---|
| 13.0 - Welcome to Week 13 | 13.0 - YouTube | 13.0 - ClassTranscribe |
| 13.1 - Bayesian Inference | 13.1 - YouTube | 13.1 - ClassTranscribe |
| 13.2 - Decision Theory | 13.2 - YouTube | 13.2 - ClassTranscribe |
Assignments
- Homework 09
- Source:
RMarkdown - Due: Monday, April 18
- Submission: Gradescope
- Solution: Canvas
- Source:
Office Hours
| Staff and Link | Day | Time |
|---|---|---|
| Zoom with David | Monday | 3:00 PM - 4:00 PM |
| Zoom with Eugene | Monday | 7:00 PM - 8:00 PM |
| Zoom with Eugene | Thursday | 12:00 PM - 1:00 PM |
| Zoom with David | Thursday | 5:00 PM - 7:00 PM |
| Discussion Forum | Any! | Any! |