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Matthew Heiner

This is the second of a two-course sequence introducing the fundamentals of Bayesian statistics. It builds on the course Bayesian Statistics: From Concept to Data Analysis, which introduces Bayesian methods through use of simple conjugate models. Real-world data often require more sophisticated models to reach realistic conclusions. This course aims to expand our “Bayesian toolbox” with more general models, and computational techniques to fit them. In particular, we will introduce Markov chain Monte Carlo (MCMC) methods, which allow sampling from posterior distributions that have no analytical solution. We will use the open-source, freely available software R (some experience is assumed, e.g., completing the previous course in R) and JAGS (no experience required). We will learn how to construct, fit, assess, and compare Bayesian statistical models to answer scientific questions involving continuous, binary, and count data. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. The lectures provide some of the basic mathematical development, explanations of the statistical modeling process, and a few basic modeling techniques commonly used by statisticians. Computer demonstrations provide concrete, practical walkthroughs. Completion of this course will give you access to a wide range of Bayesian analytical tools, customizable to your data.

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What's inside

Syllabus

Statistical modeling and Monte Carlo estimation
Statistical modeling, Bayesian modeling, Monte Carlo estimation
Markov chain Monte Carlo (MCMC)
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Traffic lights

Read about what's good
what should give you pause
and possible dealbreakers
Explores Bayesian statistics, which is standard in research and development
Taught by Matthew Heiner, who are recognized for their work in Bayesian statistics
Provides hands-on labs and interactive materials, which help students practice and apply concepts
Builds a strong foundation for beginners in Bayesian statistics
Uses R and JAGS, which are industry-standard tools for Bayesian statistics
Requires some experience with R, which may be a barrier for some students

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Reviews summary

Advanced bayesian statistics with mcmc

According to learners, this course is a highly valuable follow-up to the introductory Bayesian statistics course, offering a deep dive into MCMC methods and more complex models necessary for real-world data analysis. Students particularly praise the practical coding demonstrations using R and JAGS and the culminating capstone project. However, many note that the course requires a solid foundation in R programming and a strong statistical background; without these, the material can be quite challenging. Some also mention encountering issues with software setup, particularly JAGS. Overall, it's considered a rigorous and rewarding experience for those prepared for the demands.
Applying skills in a comprehensive project.
"The capstone project was a fantastic way to pull everything together and apply the techniques learned."
"I enjoyed working on the final project; it felt like a realistic data analysis task."
"Getting feedback on the peer-reviewed capstone helped me refine my modeling approach."
Hands-on practice with R and JAGS is key.
"The computer demonstrations in R and JAGS were incredibly helpful for applying the theoretical concepts."
"I really appreciated the practical coding exercises; they made the abstract ideas concrete and applicable."
"Learning to implement these models in JAGS and analyze the output in R gave me valuable practical skills."
Clear and practical explanation of MCMC.
"The section on MCMC was particularly well-explained, finally clarifying concepts I'd struggled with before."
"I found the lectures on Metropolis-Hastings and Gibbs sampling easy to follow, despite the complexity of the topic."
"Understanding how MCMC methods work from the ground up was a major takeaway for me. The demos helped solidify this."
Potential difficulties with JAGS installation.
"Getting JAGS set up correctly was a bit frustrating and took some time."
"I encountered compatibility issues with JAGS and R on my operating system."
"While JAGS is free, troubleshooting installation problems detracted slightly from the learning experience for me."
Demanding course requires solid R and stats.
"This course is definitely not for beginners; you really need a strong foundation in R and probability/statistics."
"I found myself struggling because my R skills weren't as strong as they should have been for this level."
"Be prepared for demanding math and statistical concepts; while MCMC is covered, the underlying models require prior knowledge."
"As the description suggests, having completed the previous course or having equivalent knowledge is crucial."

Activities

Be better prepared before your course. Deepen your understanding during and after it. Supplement your coursework and achieve mastery of the topics covered in Bayesian Statistics: Techniques and Models with these activities:
Review Statistics
Review the basics of statistics and probability so you have a strong foundation for the Bayesian statistical methods you'll be learning in this course.
Browse courses on Descriptive Statistics
Show steps
  • Review your notes from previous statistics courses.
  • Complete online tutorials on basic statistics concepts.
  • Work through practice problems to test your understanding.
Find a Mentor
A mentor can provide guidance, support, and advice as you learn Bayesian statistics.
Show steps
  • Identify potential mentors in your field of interest.
  • Reach out to potential mentors and introduce yourself.
  • Set up regular meetings with your mentor to discuss your progress and get feedback.
Practice Bayesian Inference
Bayesian inference is a key component of Bayesian statistics.
Show steps
  • Work through the practice problems in the course textbook.
  • Complete online quizzes and simulations on Bayesian inference.
  • Create your own Bayesian inference problems and solve them.
Five other activities
Expand to see all activities and additional details
Show all eight activities
Learn Markov Chain Monte Carlo (MCMC)
MCMC is an important computational tool for Bayesian statistics. This activity will help you master it.
Show steps
  • Watch online tutorials on MCMC.
  • Follow along with the MCMC examples in the course textbook.
  • Implement MCMC algorithms in R or another programming language.
Mentor Other Students
Helping other students will reinforce your understanding of the material and help you identify areas where you need further improvement.
Show steps
  • Join a study group or tutoring program.
  • Offer to help classmates with their assignments or homework.
  • Volunteer as a teaching assistant for a statistics course.
Attend a Bayesian Statistics Workshop
Attending a workshop is the best way to get hands-on experience with Bayesian statistical methods and learn from experts.
Show steps
  • Research Bayesian statistics workshops in your area.
  • Register for a workshop that fits your schedule and interests.
  • Attend the workshop and actively participate in the discussions and activities.
Contribute to a Bayesian Statistics Open Source Project
Contributing to open source projects is a great way to learn about Bayesian statistics and give back to the community.
Show steps
  • Find a Bayesian statistics open source project that interests you.
  • Read the project documentation and contribute to the project in a meaningful way.
  • Interact with other contributors and learn from their experiences.
Develop a Bayesian Statistical Model
Capping off your learning with a robust project will help you synthesize and showcase all you've learned.
Show steps
  • Identify a research question that can be addressed using Bayesian statistics.
  • Collect and prepare the necessary data.
  • Develop a Bayesian statistical model to answer your research question.
  • Fit the model to the data and interpret the results.
  • Write a report or paper summarizing your findings.

Career center

Learners who complete Bayesian Statistics: Techniques and Models will develop knowledge and skills that may be useful to these careers:
Data Analyst
As a Data Analyst, you will assist business operations and decision making, identify weaknesses and find solutions through robust data analysis and visualization. This course helps build a foundation in Bayesian statistical models and introduces computational techniques to fit complex models that real-world datasets require. It teaches Markov chain Monte Carlo (MCMC) methods, which allow for sampling from posterior distributions with no analytical solution. The course prepares you to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data, which is an essential skillset for Data Analysts.
Data Scientist
Data Scientists use scientific methods, processes, algorithms, and systems to extract knowledge and insights from data. The work can be applied in any industry, in both the public and private sector. This course provides a solid understanding of Bayesian statistical models, which are commonly used in data science. It covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. It also teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Quantitative Analyst
This course is useful for aspiring Quantitative Analysts. It teaches Bayesian statistical models, which are commonly used in finance to make predictions and assess risks. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data. This knowledge and skillset is valuable for Quantitative Analysts.
Financial Analyst
This course may be helpful for Financial Analysts. It teaches Bayesian statistical models, which are used in finance to make predictions and assess risks. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data. This knowledge and skillset can be valuable for Financial Analysts.
Market Researcher
This course may be helpful for Market Researchers. It provides a solid understanding of Bayesian statistical models, which are used in market research to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Actuary
This course may be helpful for Actuaries. It teaches Bayesian statistical models, which are used in actuarial science to assess risks and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Biostatistician
This course may be helpful for Biostatisticians. It provides a solid understanding of Bayesian statistical models, which are used in biostatistics to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Epidemiologist
This course may be helpful for Epidemiologists. It provides a solid understanding of Bayesian statistical models, which are used in epidemiology to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Statistician
This course may be helpful for Statisticians. It provides a solid understanding of Bayesian statistical models, which are used in statistics to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Software Engineer
This course may be helpful for Software Engineers who work with data. It provides a solid understanding of Bayesian statistical models, which are used in data analysis and machine learning. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Data Engineer
This course may be helpful for Data Engineers who work with data analysis and machine learning. It provides a solid understanding of Bayesian statistical models, which are used in data analysis and machine learning. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Operations Research Analyst
This course may be helpful for Operations Research Analysts. It provides a solid understanding of Bayesian statistical models, which are used in operations research to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Financial Risk Manager
This course may be helpful for Financial Risk Managers. It provides a solid understanding of Bayesian statistical models, which are used in financial risk management to assess risks and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Healthcare Analyst
This course may be helpful for Healthcare Analysts. It provides a solid understanding of Bayesian statistical models, which are used in healthcare to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.
Business Analyst
This course may be helpful for Business Analysts. It provides a solid understanding of Bayesian statistical models, which are used in business analysis to analyze data and make predictions. The course also covers Markov chain Monte Carlo (MCMC) methods, which are essential for fitting complex models to real-world datasets. Additionally, the course teaches how to construct, fit, assess, and compare Bayesian models to answer questions involving continuous, binary, and count data.

Reading list

We've selected 11 books that we think will supplement your learning. Use these to develop background knowledge, enrich your coursework, and gain a deeper understanding of the topics covered in Bayesian Statistics: Techniques and Models.
Provides a comprehensive reference for Bayesian statistics. It covers a wide range of topics, including Bayesian inference, model selection, and Bayesian computation.
This textbook covers the fundamentals of Bayesian data analysis, including topics such as probability distributions, Bayesian inference, and Markov chain Monte Carlo methods. It comprehensive resource for anyone interested in learning about Bayesian statistics.
This classic textbook provides a comprehensive introduction to Bayesian statistics. It valuable resource for anyone who wants to learn about the philosophical foundations of Bayesian statistics.
This textbook provides a modern and accessible introduction to Bayesian statistics. It valuable resource for anyone who wants to learn about the latest developments in Bayesian methods.
Provides a comprehensive introduction to Bayesian analysis for the social sciences. It covers a wide range of topics, including Bayesian inference, model selection, and Bayesian computation.
Provides a practical introduction to Bayesian statistics for programmers. It valuable resource for anyone who wants to learn how to apply Bayesian methods to real-world problems using code.
Provides a comprehensive introduction to Bayesian analysis using the Python programming language. It valuable resource for anyone who wants to learn how to apply Bayesian methods to real-world problems using Python.
Provides a comprehensive introduction to Bayesian statistics. It valuable resource for anyone who wants to learn about the basics of Bayesian inference and Bayesian computation.
This textbook provides a practical introduction to Bayesian data analysis, with a focus on using the R programming language. It valuable resource for anyone who wants to learn how to apply Bayesian methods to real-world problems.
Provides a concise introduction to Bayesian statistics. It valuable resource for anyone who wants to learn about the basics of Bayesian inference and Bayesian computation.
Provides a gentle introduction to Bayesian statistics, making it ideal for beginners. It covers the basics of Bayesian inference and provides examples of how to apply Bayesian methods to real-world problems.

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