Multiple chains, burn-in, Gelman-Rubin diagnostic

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Skills You'll Learn

Gibbs Sampling, Bayesian Statistics, Bayesian Inference, R Programming

Reviews

4.8 (484 ratings)

  • 5 stars
    83.05%
  • 4 stars
    12.80%
  • 3 stars
    2.06%
  • 2 stars
    1.03%
  • 1 star
    1.03%

AM

Nov 1, 2024

Great course - not suitable for someone new to the subject, however. You'd need to do the first course and likely read a beginners Bayesian statistics book to follow along, I think.

AD

Aug 21, 2023

I loved the structure very much. At the end we have to do a project and review peer project. This idea is very good. The teaching is also very through and structured.

From the lesson

Markov chain Monte Carlo (MCMC)

Metropolis-Hastings, Gibbs sampling, assessing convergence

Taught By

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    Matthew Heiner

    Doctoral Student

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