Statistical Modeling & Regression · Bayesian Statistics

Bayesian statistics: Multiparameter models — Advanced inference treatise

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Introduction Advanced Bayesian Statistics · Treatment of Multidimensional Spaces

Overview

Topics covered

  • Introduction
  • Multiparametric Models
  • Multiparametric Inference and Bayesian Philosophy
  • The treatment of disturbance parameters
  • The Complete Univariate Normal Model with Unknown Mean and Variance
  • Analysis under a non-informative prior distribution

Related concepts

Main connections

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

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