This course introduces the Bayesian approach to statistics, starting with the concept of probability and moving to the analysis of data. We will learn about the philosophy of the Bayesian approach as well as how to implement it for common types of data. We will compare the Bayesian approach to the more commonly-taught Frequentist approach, and see some of the benefits of the Bayesian approach. In particular, the Bayesian approach allows for better accounting of uncertainty, results that have more intuitive and interpretable meaning, and more explicit statements of assumptions. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. For computing, you have the choice of using Microsoft Excel or the open-source, freely available statistical package R, with equivalent content for both options. The lectures provide some of the basic mathematical development as well as explanations of philosophy and interpretation. Completion of this course will give you an understanding of the concepts of the Bayesian approach, understanding the key differences between Bayesian and Frequentist approaches, and the ability to do basic data analyses.
提供方
贝叶斯统计 专项课程加州大学圣克鲁兹分校课程信息
您将获得的技能
- Statistics
- Bayesian Statistics
- Bayesian Inference
- R Programming
提供方
加州大学圣克鲁兹分校
UC Santa Cruz is an outstanding public research university with a deep commitment to undergraduate education. It’s a place that connects people and programs in unexpected ways while providing unparalleled opportunities for students to learn through hands-on experience.
授课大纲 - 您将从这门课程中学到什么
Probability and Bayes' Theorem
In this module, we review the basics of probability and Bayes’ theorem. In Lesson 1, we introduce the different paradigms or definitions of probability and discuss why probability provides a coherent framework for dealing with uncertainty. In Lesson 2, we review the rules of conditional probability and introduce Bayes’ theorem. Lesson 3 reviews common probability distributions for discrete and continuous random variables.
Statistical Inference
This module introduces concepts of statistical inference from both frequentist and Bayesian perspectives. Lesson 4 takes the frequentist view, demonstrating maximum likelihood estimation and confidence intervals for binomial data. Lesson 5 introduces the fundamentals of Bayesian inference. Beginning with a binomial likelihood and prior probabilities for simple hypotheses, you will learn how to use Bayes’ theorem to update the prior with data to obtain posterior probabilities. This framework is extended with the continuous version of Bayes theorem to estimate continuous model parameters, and calculate posterior probabilities and credible intervals.
Priors and Models for Discrete Data
In this module, you will learn methods for selecting prior distributions and building models for discrete data. Lesson 6 introduces prior selection and predictive distributions as a means of evaluating priors. Lesson 7 demonstrates Bayesian analysis of Bernoulli data and introduces the computationally convenient concept of conjugate priors. Lesson 8 builds a conjugate model for Poisson data and discusses strategies for selection of prior hyperparameters.
Models for Continuous Data
This module covers conjugate and objective Bayesian analysis for continuous data. Lesson 9 presents the conjugate model for exponentially distributed data. Lesson 10 discusses models for normally distributed data, which play a central role in statistics. In Lesson 11, we return to prior selection and discuss ‘objective’ or ‘non-informative’ priors. Lesson 12 presents Bayesian linear regression with non-informative priors, which yield results comparable to those of classical regression.
审阅
- 5 stars66.79%
- 4 stars25.60%
- 3 stars5.38%
- 2 stars1.29%
- 1 star0.92%
来自BAYESIAN STATISTICS: FROM CONCEPT TO DATA ANALYSIS的热门评论
This is a good course for reviewing basic concepts of statistics, and good for starting learning Bayesian, as introduced as a basic course. If you want to learn deeper, go and find another course!
This is first time exposure to bayesian statistics and I must say it has given me a different perspective to analyzing data especially when dealing with unpredictable data or unknown data.
Good intro to Bayesian Statistics. Covers the basic concepts. Workload is reasonable and quizzes/exercises are helpful. Could include more exercises and additional backgroung/future reading materials.
A very good introduction to Bayesian Statistics.Couple of optional R modules of data analysis could have been introduced . However, prerequisites are essential in order to appreciate the course.
关于 贝叶斯统计 专项课程
This Specialization is intended for all learners seeking to develop proficiency in statistics, Bayesian statistics, Bayesian inference, R programming, and much more. Through four complete courses (From Concept to Data Analysis; Techniques and Models; Mixture Models; Time Series Analysis) and a culminating project, you will cover Bayesian methods — such as conjugate models, MCMC, mixture models, and dynamic linear modeling — which will provide you with the skills necessary to perform analysis, engage in forecasting, and create statistical models using real-world data.
常见问题
我什么时候能够访问课程视频和作业？
我订阅此专项课程后会得到什么？
有助学金吗？
What are the pre-requisites for this course?
What computing resources are expected for this course?
还有其他问题吗？请访问 学生帮助中心。
