Sumários

Lecture 6

12 Março 2026, 09:00 • RUI PAULO

Sampling from (posterior) predictive distributions. Posterior predictive model checking.

Lecture 5

5 Março 2026, 09:00 • RUI PAULO

Midterm.


The Monte Carlo approximation using iid samples, examples.

Lecture 4

26 Fevereiro 2026, 09:00 • RUI PAULO

More about predicting the next observation in the context of the Poisson-Gamma model. Solution and discussion of the homework problems.

Lecture 3

19 Fevereiro 2026, 09:00 • RUI PAULO

Bayesian confidence intervals. Comparison with frequentist confidence intervals. Highest posterior density regions. Examples with the beta-binomial model. Poisson model: sufficiency, conjugate prior, posterior and its properties. Interpretation of the parameters of the gama prior. Posterior summaries. Prediction of the next observation. Example: number of children of women in two groups.

Lecture 2

12 Fevereiro 2026, 09:00 • RUI PAULO

One parameter models: the binomial model. Exchangeability and de Finetti's theorem. Posterior for binary data and uniform prior. Sufficiency and Bayesian sufficiency. Posterior for binary data and beta prior. Conjugacy. Prediction of the next observation.