Bayesian Statistics II

Overview

You will learn the basics of Bayesian Statistics

Goals

• Learn about Baysian Statistics

Lecture Materials

• Slides

• Bayesian Model Selection

• Variational Inference

• Normalizing Flows

• Simulation Based Inference

Homework Assignment

• Homework 04: Metropolis-Hastings and Cross Validation

Supplemental Readings

• C. Maes, An introduction to the theory of Markov processes mostly for physics students

• Example of dependence without correlation

• Conditional Independence

• Inverse Problem

• Brownian Motion

• Hamiltonian Mechanics

• Cannonical Distribution

• Hamiltonian MC

• Autocorrelation