MAS61006(Sem2)
Acknowledgement
Literature
I Inference using advanced samplers
1 MCMC Sampling Recap
2 Hamiltonian Monte Carlo (HMC)
3 Implementing HMC in Stan
4 Bayesian regression in Stan
II Inference with missing data
5 Multiple imputation for missing data
III Resampling methods
6 Bootstrapping
7 Cross-validation
IV Approximate inference without sampling
8 Variational inference
9 Coordinate ascent variational inference (CAVI)
References
Published with bookdown

MAS61006 Bayesian Statistics and Computational Methods

MAS61006 Bayesian Statistics and Computational Methods

Semester 2: Computational Methods

Jeremy Oakley

2023-04-24

Acknowledgement

These lecture notes were mostly written by Dr Alison Poulston in 2020/21. I made a few small contributions to the original version, and have made a few changes each year since.