Sumários

Lecture 8

7 Abril 2022, 09:00 • Rui Paulo

The normal model. Inference for the mean conditional on the variance: conjugate prior, posterior distribution and posterior predictive distribution of the next observation from the model.

Lecture 7

31 Março 2022, 09:00 • Rui Paulo

Sampling from a posterior predictive distribution. Posterior predictive model checking.

Lecture 6

24 Março 2022, 09:00 • Rui Paulo

The Monte Carlo method: how the law of large numbers can justify computing most of the important quantities associated with a probability distribution using a simulated sample from that distribution.

Applications in the context of Bayesian inference: computing posterior means, variances and quantiles using simulation. Examples.

Lecture 5

17 Março 2022, 09:00 • Rui Paulo

Solution of past homework problems.

Lecture 4

10 Março 2022, 09:00 • Rui Paulo

The negative binomial distribution.

Prediction in the context of a Poisson model with a gamma prior.

Example: number of children of women without and with at least a college degree.

Conjugate priors in the context of the exponential family of distributions.