Applied Bayesian Statistics

The following course is a shortened version of rmcelreath/stat_rethinking_2020, which covers the first 6 weeks.

Book

Statistical Rethinking 2nd Edition.

Lectures

The lectures can be found at YouTube: Statistical Rethinking 2019

Code

We'll use Python and specifically PyMC3 throughout.

Consider using Colab notebooks if you don't want to setup a python environment. It's free online Python notebooks.

Study guide

  1. Before class: Read chapters and watch lectures. Important: Read the corresponding PyMC3 code examples alongside the book chapters.
  2. In class: Solve exercises.
  3. After class: Peer grade exercises.

Expected Workload:

  • Reading: 3 hours.
  • Watching lectures: 2 hours
  • Exercises in class: 4 hours
  • Peer Grading: 1 hour

Total: 10 hours/week.

Schedule

Week # Reading Lectures Exercise
1 Chapters 1, 2 and 3 The Golem of Prague <slides> <video>
Garden of Forking Data <slides> <video>
week1.md
2 Chapter 4 Geocentric Models <slides> <video>
Wiggly Orbits <slides> <video>
week2.md
3 Chapters 5 and 6 Spurious Waffles <slides> <video>
Haunted DAG <slides> <video>
week3.md
4 Chapter 7 Ulysses' Compass <slides> <video>
Model Comparison <slides> <video>
week4.md
5 Chapters 8 and 9 Conditional Manatees <slides> <video>
Markov Chain Monte Carlo <slides> <video>
week5.md