Lecture 12 - Analytical Examples of Bayesian Inference

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Lecture 12 - Analytical Examples of Bayesian Inference#

Objectives#

  • Explain the mathematical formalism of Bayesian parameter estimation.

  • Use Bayesian inference to estimate the parameter of a Bernoulli distribution from observations.

  • Use credible intervals to summarize the posterior probability density over a parameter of interest.

  • Pose a decision-making problem for selecting a single parameter.

  • Explain the concept of posterior predictive checking to assess the quality of a model (replicated data, Bayesian p-values).

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