Bayesian Data Science

Starting from the very basics, this course wil cover core concepts in Bayesian inference and modern concepts and computational tools, and how to apply them in practice. Executable R notebooks, data sets and slides will be available. The course is free but you must register to attend it, by this Registration Form. The course coordinator is David Ríos Insua.

We shall meet on Fridays from 10:30 till 12:00. To start in Spring

Course contents (to be uploaded):

  1. Introduction.
  2. Normal asymptotic methods
  3. MC, MCMC and Gibbs
  4. MH and HMC
  5. Further topics in MCMC
  6. Variational Bayes
  7. Bayesian decision support