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author title
Neil Ernst
Statistical Modeling and Bayesian inference

One approach building inferential analyses is to use a frequentist, hypothesis testing approach where you examine the long-run probability of the data-generating mechanisms to assess how likely the results are under a null hypothesis.

The alternative is to set some limits on what you feel is likely to be true a priori, model the data generating process statistically, i.e. with a probability distribution, and then run Bayes's theorem $P(A|B) = (P(B|A) * P(A))/P(B)$ over the data collected. This produces the posterior probability of the parameters of interest, allowing for inferences to be drawn.

We will start with some motivation from McElreath: https://speakerdeck.com/rmcelreath/l01-statistical-rethinking-winter-2019 and associated videos

Learning Outcomes

  • Apply Bayesian inference to software problems
  • Relate statistical sampling problems to numerical analysis problems (e.g., as discussed in detail in CSC 349a).
  • Apply statistical probability distributions to model software problems.
  • Appreciate the rationale for causal graphs and causal language.
# Topic Readings Exercises
3-1 Basic Statistical Inference from a Bayesian Perspectivevideo (Echo360)
3-2 Statistical Modeling
3-4 Causal Modeling
3-5 Probability Distributions and Priors
extra Sampling https://chi-feng.github.io/mcmc-demo/app.html - Hamiltonian MC visualization

Required Readings

Optional Readings and Activities

Exercises

  • Get familiar with RStudio notebooks as that is what we will use for Assignment 1.
  • Use Docker to install locally
  • VS Code users may want to use the VS Code Remote Containers extension in order to start a command line session for R - Remote-Containers: Attach to Running Container. Ask the TAs for technical help with Docker and the image.
  • You can also use the CS department JupyterHub machine.
  • Make sure you can get the sample tutorial notebook to run in its entirety.