STT 874: Introduction to Bayesian Analysis
Graduate course, Michigan State University, 1900
Semester: 2022 Fall, 2024 Fall.
Textbook: A First Course in Bayesian Statistical Methods, by Peter D. Hoff and Variational inference: A review for statisticians, by David M Blei, Alp Kucukelbir and Jon D. McAuliffe.
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STT 874 is the graduate course on introduction to Bayesian methods and variational inference. Topics covered include:
- Bayesian Estimation and Hypothesis Testing.
- Bayesian model averaging and Gibbs Sampling.
- Markov Chain Monte Carlo Methods.
- Variational inference and the CAVI method.
- Black box variational inference.