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Bayes' rule can sometimes be used in classical statistics, but in Bayesian stats it is used all the time) Many people have di ering views on the status of these two di erent ways of doing statistics In the past, Bayesian statistics was controversial, and you had to be very brave to admit to using it Many people were anti-Bayesian!
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Bayesian inference is a powerful alternative to frequentist inference In particular, it makes hierarchical modeling easy because the Gibbs sampler provides a universal algorithm for simulating from the posterior
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Lecture 12 Bayesian Statistics 12 1 The frequentist and subjectivist interpretations of probability f the meaning of probability1 The frequentist (frequency) interpretation argues that the only way to interpret the proba-bility of an event is to repeat the “experiment” a large number of time and compute the re
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Lecture Notes 17 Bayesian Inference Relevant material is in Chapter 11 1 Introduction So far we have been using frequentist (or classical) methods In the frequentist approach, probability is interpreted as long run frequencies The goal of frequentist inference is to create procedures with long run guarantees
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Bayesian modeling Applying Bayes rule to the unknown variables of a data modeling problem is called Bayesian modeling In a simple, generic form we can write this process as x p(x jy) The data-generating distribution
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- MA40189: Topics in Bayesian statistics - University of Bath
Lecture notes and summaries Printed lecture notes: version and version (overview, visualiser notes, Panopto recording, references to printed notes) Question sheets and solutions Past exam papers and solutions Panopto Re:view folder of recordings for the course Lectures and timetable information Lecturer: Simon Shaw; s shaw at bath ac
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