Sumários

Lecture 13

19 Maio 2022, 09:00 • Rui Paulo

Solution of past exams and clarification of questions.

Lecture 12

12 Maio 2022, 09:00 • Rui Paulo

Homework 5.


Clarifying questions from previous lectures.

Lecture 11

5 Maio 2022, 09:00 • Rui Paulo

Full conditional of the precision in the context of the semi-conjugate prior of the normal model.


Implementation of the Gibbs sampler in the context of the normal model with semi-conjugate prior.

The Gibbs sampler algorithm in general and Markov chain Monte Carlo approximation. Properties. The equivalent sample size.

Lecture 10

28 Abril 2022, 09:00 • Rui Paulo

Homework 4.


Introduction to the Gibbs sampler.

Lecture 9

21 Abril 2022, 09:00 • Rui Paulo

The normal model: conjugate prior for the joint inference for mean and variance.