Bayesian

I have an open access and open source1 graduate-level course on Bayesian statistics. It is available in GitHub through the repo storopoli/Bayesian-Statistics. I’ve taught it many times and every time was such a joy. It is composed of: a set of 300+ slides2 covering the theoretical part Stan3 models Turing.jl4 models Now and then I receive emails from someone saying that the materials helped them to understand Bayesian statistics. These kind messages really make my day, and that’s why I strive to keep the content up-to-date and relevant....

Warning: This post has KaTeX enabled, so if you want to view the rendered math formulas, you’ll have to unfortunately enable JavaScript. Dennis Lindley, one of my many heroes, was an English statistician, decision theorist and leading advocate of Bayesian statistics. He published a pivotal book, Understanding Uncertainty, that changed my view on what is and how to handle uncertainty in a coherent1 way. He is responsible for one of my favorites quotes: “Inside every non-Bayesian there is a Bayesian struggling to get out”; and one of my favorite heuristics around prior probabilities: Cromwell’s Rule2....