/TDDE07

TDDE07 - Bayesian Learning, Linköping university

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TDDE07

TDDE07 - Bayesian Learning | Linköpings university

Lab 1 contains

  • Bernoulli distributions: Draw numbers and compute posterior distribution from simulation
  • Log-normal distribution
  • Gini coefficient
  • Credible interval
  • Highest Posterior Density

Lab 2 contains

  • Bayesian analysis of polynomial regression
  • Conjugate priors
  • Simulations from joint posterior distribution
  • Estimation of polynomial model of higher degree
  • Posterior approximation for classification with logistic regression

Lab 3 contains

  • Mixture of normal model with semi-conjugate prior
  • Gibbs sampling
  • Autoregressive models
  • Markov chain Monte Carlo

Lab 4 contains

  • Markov chain Monte Carlo
  • Metropolis algorithm