Duration of the online course: 22 hours and 23 minutes
New course
Explore Bayesian Statistics online. Learn probability, inference, modeling, and more. Ideal for foundational studies in Statistics.
In this free course, learn about
Course Orientation and Probability Foundations
Bayesian Inference for a Proportion
Bayesian Inference for a Mean and Monte Carlo Methods
Gibbs Sampling, MCMC, and Model Checking
Bayesian Hierarchical Modeling
Bayesian Linear Regression
Case Studies, Variational Inference, and Project Guidance
Short Topics and Applied Bayesian Examples
Course Description
Discover the foundations of Bayesian Statistics with this extensive online course. Dive into the core concepts and principles, starting with the basics of probability and Bayes' rule. Understand Bayesian inference, exploring both discrete and continuous priors and learning to update these priors effectively.
Engage in comprehensive labs and exercises designed to reinforce learning and practical application. The course covers various crucial topics such as Bayesian inference for proportions and means, exploring continuous priors and the Gamma-Poisson conjugacy. Experience hands-on learning with Monte Carlo approximations and delve into advanced concepts like the Gibbs sampler, MCMC diagnostics, and Bayesian hierarchical modeling.
The course also introduces MCMC simulations using JAGS, providing practical insights into statistical modeling and analysis. Gain proficiency in Bayesian linear regression, including multiple linear regression, and learn how to implement Bayesian methods in real-world case studies. Extend your knowledge with video introductions on Bayesian methods as applied in diverse fields, from ecological research to economic analysis and sports statistics.
Benefit from a series of intros and poster presentations that showcase various applications and recent advancements in Bayesian methodology. Enhance your understanding further with guest lectures and a project-driven approach to learning.
This course is part of the Basic Studies category under Statistics, ideal for those looking to build a solid foundation in Bayesian Statistics.
Course content
Video class: [Introduction] Course orientation34m
Exercise: When a Bayesian posterior has no closed form, which approach is taught to approximate it in this course?
Video class: [Introduction] Interpretation of probability and Bayes' rule part 127m
Video class: [Introduction] Interpretation of probability and Bayes' rule part 225m
Exercise: Posterior probability after a positive screening test
Video class: [Introduction] Bayesian inference31m
Video class: [Introduction] Probability review part 110m
Exercise: Law of Total Probability for a Partition
Video class: [Introduction] Probability review part 240m
Video class: [Bayesian inference for a proportion] Example and discrete priors part 110m
Exercise: Key drawback of using a discrete prior for a proportion p
Video class: [Bayesian inference for a proportion] Discrete priors part 236m
Video class: [Bayesian inference for a proportion] Continuous prior: the Beta distribution24m
Exercise: Which prior best models a binomial success probability p on 0 to 1 and avoids zero probability for unlisted values
Video class: [Bayesian inference for a proportion] Updating the beta prior44m
Video class: Lab 110m
Exercise: Posterior for a Bernoulli parameter with a mixture of Beta priors
Video class: [Bayesian inference for a proportion] Bayesian inference with continuous priors48m
Video class: [Bayesian inference for a mean] Example14m
Exercise: Best Bayesian setup for highly right-skewed continuous data when inferring the mean
Video class: [Bayesian inference for a mean] Prior and posterior for mean and standard deviation part 109m
Video class: [Bayesian inference for a mean] Prior and posterior for mean and standard deviation part 255m
Exercise: Posterior mean for Normal likelihood with known variance and Normal prior
Video class: [Bayesian inference for a mean] Prior and posterior for mean and standard deviation part 329m
Video class: Lab 204m
Exercise: In a normal model, which function provides exact Bayesian credible interval bounds, analogous to qbeta in the beta case?
Video class: [Bayesian inference for a mean] Gamma-Poisson conjugacy exercise11m
Video class: [Bayesian inference for a mean] Monte Carlo approximation16m
Exercise: Estimating P(p1 < p2) with Monte Carlo in a two-year proportion comparison
Video class: [Gibbs sampler and MCMC] Example and prior and posterior derivations for mean and standard deviation1h04m
Video class: [Gibbs sampler and MCMC] Use JAGS and Bayesian inferences19m
Exercise: Which parameterization does JAGS use for the normal distribution in the model specification?
Video class: [Gibbs sampler and MCMC] MCMC diagnostics36m
Video class: [Gibbs sampler and MCMC] Gamma-Gamma-Poisson exercise part 112m
Exercise: Full conditional for lambda in a Gamma Gamma Poisson hierarchy
Video class: [Gibbs sampler and MCMC] Gamma-Gamma-Poisson exercise part 218m
Video class: HW 3, Lab 2, and Midterm I Q10m
Exercise: When should you form a product in the likelihood for Bayesian inference?
Video class: [Gibbs sampler and MCMC] Paper discussion Q1-Q331m
Video class: Lab 304m
Exercise: In a model with prior p ~ Beta(a, b) and likelihood X | p ~ Binomial(n, p), what is the marginal distribution of X?
Video class: [Gibbs sampler and MCMC] Paper discussions Q4-Q716m
Video class: Project overview06m
Exercise: Which plan best aligns with expectations for an applied Bayesian project?
Video class: [Gibbs sampler and MCMC] Metropolis and Metropolis-Hastings30m
Video class: Vassar College MATH 347 Bayesian Statistics Hierarchical Modeling Intro (by Josh de Leeuw) 10/28/1720m
Exercise: Why use a hierarchical Bayesian model for the learning data?
Video class: [Bayesian hierarchical modeling] Example12m
Video class: [Bayesian hierarchical modeling] Observations in groups: approaches to modeling11m
Exercise: Which modeling strategy best handles grouped observations with small group sizes while preserving group differences in a Bayesian analysis
Video class: [Bayesian hierarchical modeling] A two-stage prior for a hierarchical model21m
Video class: [Bayesian hierarchical modeling] MCMC simulation by JAGS part 115m
Exercise: In a hierarchical normal model coded in JAGS, what does dnorm expect as its second argument?
Video class: [Bayesian hierarchical modeling] MCMC simulation by JAGS part 238m
Video class: Lab 405m
Exercise: Enforcing positive group means in a hierarchical Bayesian model
Video class: Midterm evaluation feedback12m
Video class: [Bayesian hierarchical modeling] Derivation notes for a Gibbs sampler09m
Exercise: Conjugacy and Gibbs Updates in a Normal-Normal Hierarchical Model
Video class: [Bayesian hierarchical modeling] Exercise for schedule-specific means and standard deviations19m
Video class: [Bayesian linear regression] Adding a continuous predictor and the CE example23m
Video class: [Bayesian linear regression] A simple linear regression for the CE sample09m
Video class: [Bayesian linear regression] MCMC simulation by JAGS for the SLR model14m
Exercise: Setting the Normal prior in JAGS dnorm using precision
Video class: [Bayesian linear regression] Bayesian inferences with SLR26m
Video class: [Bayesian linear regression] More priors25m
Exercise: After standardizing X and Y in linear regression, what does beta1 represent and how should an informative prior be chosen?
Video class: [Bayesian linear regression] A multiple linear regression and JAGS simulation50m
Video class: Case studies 1 and 2 overview22m
Exercise: Choosing a Bayesian model to detect guessing versus knowledge groups in true false exam scores
Video class: Case study 136m
Video class: Guest lecture on introduction to variational inference by Dr. Vojta Kejzlar47m
Exercise: Why is maximizing the ELBO central to variational inference?
Video class: Final project poster session info06m
Video class: Case study 216m
Exercise: Choosing the likelihood for total scores in a two-class Bayesian model
Video class: [2-min intro] Revisiting the Gelman-Rubin Diagnostics02m
Video class: [2-min intro] How Bayesian Methods are Used in Ecological Research02m
Exercise: When is Approximate Bayesian Computation most appropriate in ecological modeling?
Video class: [2-min intro] Non-parametric Density Estimation with Dirchlet Process02m
Video class: [2-min intro] A Bayesian Logistic Regression Analysis of Unemployment and Age during Covid-1901m
Exercise: Appropriate likelihood-link choice for binary employment status in Bayesian logistic regression
Video class: [2-min intro] A Bayesian Hierarchical Model for Evaluating Fielding in Major League Baseball02m
Video class: [2-min intro] A Hierarchical Bayesian Analysis of the 2012-2013 Pell Grant03m
Exercise: Why is a hierarchical Bayesian model suitable for analyzing the Pell Grant data by institution type?
Video class: [2-min intro] Analyzing Larynx Cancer Deaths with Bayesian Logistic Regression01m
Video class: [2-min intro] Bayesian Approaches to Mendelian Randomization02m
Exercise: Which Bayesian approach estimates the causal effect in Mendelian randomization?
Video class: [2-min intro] Need Based Scholarships and Student Body Demographics02m
Video class: [2-min intro] The Gender Wage GAP02m
Exercise: Select the statement that best describes the hierarchical Bayesian model for analyzing the wage gap
Video class: [2-min intro] Beta-MPT: A Bayesian Hierarchical Model for Learning Cognitive Events03m
Video class: [12-min poster] BART: Bayesian Additive Regression Trees - A Methodology Study14m
Exercise: In BART, what is the main purpose of the regularization prior?
Video class: [2-min video] Measure Theory and Probability02m
Video class: [2-min intro] All-Nighters @ Vassar in the 2021-22 Academic Year02m
Exercise: Selecting a Bayesian hierarchical model for group-level count data over a fixed period
Video class: [12-min poster] Effect of Extra Home Game on Home Team Winning NBA Playoff Series13m
Video class: [12-min poster] A Bayesian Multivariate Linear Regression on the Effects of Wealth on Well-Being13m
Exercise: Why use Bayesian multivariate linear regression to study income, wealth, and financial satisfaction effects on happiness, health, and life satisfaction?
Video class: [12-min poster] Adjusted-OBP Metric for the MLB - Bayesian Hierarchical Modeling13m
Video class: [12-min poster] Bayesian Analysis of Lacrosse Scores13m
Exercise: Effect of group sigma on shrinkage in a hierarchical Poisson goal model
Video class: [12-min poster] Review of Composite Poisson Models for Goal Scoring18m
Video class: [12-min poster] Evaluating MLB Career Path and Trajectories14m
Exercise: Why adopt a hierarchical Bayesian model when analyzing player OBP trajectories by age?
Video class: [2-min intro] Extending Bayesian MLR with DAGs13m
Video class: [12-min poster] Bayesian Applications in Finance14m
Exercise: Key advantage of Bayesian methods for return predictability in finance