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README.md

Probabilistic Inference

This folder contains resources for Thursday and Friday morning's tutorials.

Teachers:

  • Brendon Brewer (@eggplantbren)
  • Daniel Foreman-Mackey (@dfm)
  • Phil Marshall (@drphilmarshall)
  • David Hogg (@davidwhogg)

The Plan

Thursday 0900-1030: Statistics and Bayesian Inference I

  • Probability calculus (Brendon) - including: basics of Bayes, thinking about data.

Thursday 1100-1230: Statistics and Bayesian Inference II

  • Example: parameter estimation and model evaluation (Phil & Dan) - including: posterior characterization and sampling, model checking, and the Evidence.

Friday 0900-1030: Bayesian Inference and Sampling Methods I

  • Sampling PDFs (Brendon) - including: practical considerations, nested sampling.

Friday 1100-1230: Bayesian Inference and Sampling Methods II

  • Hierarchical models (Dan) - including: PGMs, approaches to high dimensionality.