Sumários
4 Abril 2024, 09:00
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Rui Paulo
Homework problems.
21 Março 2024, 09:00
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Rui Paulo
Sampling from (posterior) predictive distributions.
Posterior predictive model checking.
14 Março 2024, 09:00
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Rui Paulo
Poisson model with a gamma prior: posterior predictive distribution of the next observation.
The Monte Carlo approximation using iid samples.
7 Março 2024, 09:00
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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 obervation.
Example: number of children of the women in two groups.
29 Fevereiro 2024, 09:00
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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.