Statistical Modeling & Regression · Bayesian Statistics

Bayesian statistics · Linear and generalized models

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Treatise on mathematical statistics

Overview

Topics covered

  • Introduction
  • Bayesian Modeling: Rigorous Analysis of Linear Models and GLMs
  • Bayesian Epistemology and Foundations of Inference
  • Frequentist Approach
  • Bayesian Approach
  • The Classical Bayesian Linear Model

Related concepts

Main connections

  • Bayes' theorem & priors
  • Markov chain Monte Carlo (MCMC)
  • Maximum likelihood estimation
  • Mean & expected value
  • Variance & standard deviation
  • Poisson distribution

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

p(𝛉∣𝐲)=p(𝐲∣𝛉)p(𝛉)p(𝐲)=p(𝐲∣𝛉)p(𝛉)∫Θp(𝐲∣𝛉)p(𝛉)d𝛉
View LaTeX sourcep(\boldsymbol{\theta} \mid \mathbf{y}) = \frac{p(\mathbf{y} \mid \boldsymbol{\theta}) \, p(\boldsymbol{\theta})}{p(\mathbf{y})} = \frac{p(\mathbf{y} \mid \boldsymbol{\theta}) \, p(\boldsymbol{\theta})}{\int_{\Theta} p(\mathbf{y} \mid \boldsymbol{\theta}) \, p(\boldsymbol{\theta}) \, d\boldsymbol{\theta}}