Bayesian Computational Statistics
Keep adding new skills with 10,000+ programs for $239 (usually $399). Save now.
Bayesian Computational Statistics
This course is part of Advanced Statistical Techniques for Data Science Specialization
Included with
Learn more
Ask Coursera
Recommended experience
Recommended experience
Skills you'll gain
Tools you'll learn
Details to know
32 assignments
See how employees at top companies are mastering in-demand skills
Build your subject-matter expertise
- Learn new concepts from industry experts
- Gain a foundational understanding of a subject or tool
- Develop job-relevant skills with hands-on projects
- Earn a shareable career certificate
There are 9 modules in this course
A rigorous introduction to the theory of Bayesian Statistical Inference and Data Analysis, including prior and posterior distributions, Bayesian estimation and testing, Bayesian computation theories and methods, and implementation of Bayesian computation methods using popular statistical software.
Required Textbook: Gelman, A., Carlin, J. B., Stern, H. S., Rubin, D. B. (2013) Bayesian Data Analysis, Third Edition, Chapman & Hall/CRC. Software Requirements: R or Python, Word processing (such as Word, Pages, LaTeX, etc)
Welcome to MATH 574 Bayesian Computational Statistics! This module covers the ideas of Bayesian inference. It focuses on a framework for Bayesian inference and discusses the general approach to computation.
What's included
11 videos5 readings4 assignments1 discussion prompt1 ungraded lab
11 videosβ’Total 71 minutes
- Course Overviewβ’6 minutes
- Instructor Introductionβ’3 minutes
- Module 1 Introductionβ’2 minutes
- Bayes' rule and its consequences Pt. 1β’7 minutes
- Bayes' rule and its consequences Pt. 2β’11 minutes
- Fundamentals of Bayesian inference Pt. 1β’10 minutes
- Fundamentals of Bayesian inference Pt. 2β’10 minutes
- Fundamentals of Bayesian inference Pt. 3β’2 minutes
- Fundamentals of Bayesian inference Pt. 4β’10 minutes
- Bayesian Computation Pt. 1β’7 minutes
- Bayesian Computation Pt. 2β’4 minutes
5 readingsβ’Total 260 minutes
- Syllabusβ’10 minutes
- Bayesian Probability Readingsβ’60 minutes
- Bayesian Readingβ’120 minutes
- Computation Readingβ’60 minutes
- Module 1 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 1 Summative Assessmentβ’120 minutes
- Bayesian Probability Quizβ’15 minutes
- Bayesian Inference Quizβ’15 minutes
- Computation Quizβ’15 minutes
1 discussion promptβ’Total 10 minutes
- Meet and Greet Discussionβ’10 minutes
1 ungraded labβ’Total 60 minutes
- Module 1 - Lesson 3 - RStudio Labβ’60 minutes
This module equips students with a solid foundation in Bayesian inference for single parameter models, emphasizing both theoretical understanding and practical application.
What's included
17 videos4 readings4 assignments1 ungraded lab
17 videosβ’Total 117 minutes
- Module 2 Introductionβ’1 minute
- Binomial and Posterior Distributions Pt. 1β’6 minutes
- Binomial and Posterior Distributions Pt. 2β’7 minutes
- Binomial and Posterior Distributions Pt. 3β’9 minutes
- Binomial and Posterior Distributions Pt. 4β’9 minutes
- Binomial and Posterior Distributions Pt. 5β’4 minutes
- Binomial and Posterior Distributions Pt. 6β’6 minutes
- Priors Pt. 1β’9 minutes
- Priors Pt. 2β’8 minutes
- Priors Pt. 3β’5 minutes
- Other Single-Parameter Models Pt. 1β’2 minutes
- Other Single-Parameter Models Pt. 2β’10 minutes
- Other Single-Parameter Models Pt. 3β’8 minutes
- Other Single-Parameter Models Pt. 4β’9 minutes
- Other Single-Parameter Models Pt. 5β’4 minutes
- Other Single-Parameter Models Pt. 6β’9 minutes
- Other Single-Parameter Models Pt. 7β’11 minutes
4 readingsβ’Total 370 minutes
- Estimating Probabilities and Posterior Distributions Readingsβ’120 minutes
- Summarizing Posterior Inference and Prior Distributions Readingsβ’120 minutes
- Normal Distribution and Other Single-Parameter Models Readingβ’120 minutes
- Module 2 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 2 Summative Assessmentβ’120 minutes
- Estimating Probabilities and Posterior Quizβ’15 minutes
- Summarizing Posterior Inference and Prior Distributions Quizβ’15 minutes
- Normal Distribution and Other Single-Parameter Models Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 2 - Lesson 3 - RStudio Labβ’60 minutes
This module provides an overview of Bayesian inference for multiparameter models, focusing on handling normal data, employing conjugate priors, and applying multivariate normal models to practical scenarios.
What's included
13 videos5 readings4 assignments3 ungraded labs
13 videosβ’Total 110 minutes
- Module 3 Introductionβ’1 minute
- Nuisance Parameters Pt. 1β’10 minutes
- Nuisance Parameters Pt. 2β’11 minutes
- Nuisance Parameters Pt. 3β’8 minutes
- Nuisance Parameters Pt. 4β’10 minutes
- Nuisance Parameters Pt. 5β’10 minutes
- Nuisance Parameters Pt. 6β’10 minutes
- Nuisance Parameters Pt. 7β’10 minutes
- Conjugate Priors Pt. 1β’9 minutes
- Conjugate Priors Pt. 2β’5 minutes
- Conjugate Priors Pt. 3β’7 minutes
- More Models and Applications Pt. 1β’9 minutes
- More Models and Applications Pt. 2β’10 minutes
5 readingsβ’Total 200 minutes
- Multiparameter Models Readingβ’60 minutes
- Conjugate Priors and Multivariate Normal Models Readingsβ’60 minutes
- Advanced Multivariate Models and Practical Applications Readingβ’60 minutes
- Module 3 Summaryβ’10 minutes
- Insights from an Industry Leader: Learn More About Our Programβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 3 Summative Assessmentβ’120 minutes
- Handling Normal Data and Nuisance Parameters Quizβ’15 minutes
- Conjugate Priors and Multivariate Normal Models Quizβ’15 minutes
- Advanced Multivariate Models and Practical Applications Quizβ’15 minutes
3 ungraded labsβ’Total 180 minutes
- Module 3 - Lesson 1 - RStudio Labβ’60 minutes
- Module 3 - Lesson 2 - RStudio Labβ’60 minutes
- Module 3 - Lesson 3 - RStudio Labβ’60 minutes
This module provides an understanding of large-sample inference and frequency properties in Bayesian analysis, focusing on normal approximations, large-sample theory, and the evaluation of Bayesian methods from a frequentist perspective.
What's included
14 videos4 readings4 assignments1 ungraded lab
14 videosβ’Total 101 minutes
- Module 4 Introductionβ’1 minute
- Normal Approximation Pt. 1β’9 minutes
- Normal Approximation Pt. 2β’8 minutes
- Normal Approximation Pt. 3β’8 minutes
- Normal Approximation Pt. 4β’9 minutes
- Normal Approximation Pt. 5β’6 minutes
- Large-Sample Theory Pt. 1β’8 minutes
- Large-Sample Theory Pt. 2β’9 minutes
- Large-Sample Theory Pt. 3β’5 minutes
- Large-Sample Theory Pt. 4β’9 minutes
- Large-Sample Theory Pt. 5β’7 minutes
- Large-Sample Theory Pt. 6β’6 minutes
- Frequency Properties Pt. 1β’8 minutes
- Frequency Properties Pt. 2β’7 minutes
4 readingsβ’Total 310 minutes
- Normal Approximation and Its Applications Readingβ’60 minutes
- Exploring Large-Sample Theory and Counterexamples Readingsβ’120 minutes
- Frequency Properties and Broader Interpretations of Bayesian Readingsβ’120 minutes
- Module 4 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 4 Summative Assessmentβ’120 minutes
- Normal Approximation and Its Applications Quizβ’15 minutes
- Exploring Large-Sample Theory and Counterexamples Quizβ’15 minutes
- Frequency Properties and Broader Interpretations of Bayesian Methods Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 4 - Lesson 1 - RStudio Labβ’60 minutes
This module provides an overview of hierarchical models within Bayesian inference, focusing on constructing priors, understanding exchangeability, performing analysis, and ensuring model validity and improvement.
What's included
9 videos4 readings4 assignments1 ungraded lab
9 videosβ’Total 46 minutes
- Module 5 Introductionβ’1 minute
- Parameterized Priors and Exchangeability Pt. 1β’6 minutes
- Parameterized Priors and Exchangeability Pt. 2β’6 minutes
- Hierarchical Models Pt. 1β’4 minutes
- Hierarchical Models Pt. 2β’4 minutes
- Hierarchical Models Pt. 3β’4 minutes
- Hierarchical Models Pt. 4β’8 minutes
- Model Validation Pt. 1β’4 minutes
- Model Validation Pt. 2β’8 minutes
4 readingsβ’Total 370 minutes
- Parameterized Priors and the Concept of Exchangeability Readingsβ’60 minutes
- Analysis and Applications of Hierarchical Models Readingsβ’180 minutes
- Computational Techniques and Model Validation Readingβ’120 minutes
- Module 5 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 5 Summative Assessmentβ’120 minutes
- Parameterized Priors and the Concept of Exchangeability Quizβ’15 minutes
- Analysis and Applications of Hierarchical Models Quizβ’15 minutes
- Computational Techniques and Model Validation Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 5 - Lesson 3 - RStudio Labβ’60 minutes
This module provides a comprehensive understanding of Bayesian computation techniques, emphasizing numerical integration, simulation methods, and advanced Markov chain algorithms. Students will gain practical skills in implementing these methods and debugging computational issues.
What's included
12 videos4 readings4 assignments1 ungraded lab
12 videosβ’Total 75 minutes
- Module 6 Introductionβ’1 minute
- Numerical Methods and Approximation Pt. 1β’4 minutes
- Numerical Methods and Approximation Pt. 2β’4 minutes
- Numerical Methods and Approximation Pt. 3β’3 minutes
- Simulation Techniques for Bayesian Inference Pt. 1β’7 minutes
- Simulation Techniques for Bayesian Inference Pt. 2β’10 minutes
- Simulation Techniques for Bayesian Inference Pt. 3β’9 minutes
- Simulation Techniques for Bayesian Inference Pt. 4β’7 minutes
- Markov Chain Methods Pt. 1β’7 minutes
- Markov Chain Methods Pt. 2β’7 minutes
- Markov Chain Methods Pt. 3β’5 minutes
- Markov Chain Methods Pt. 4β’10 minutes
4 readingsβ’Total 430 minutes
- Numerical Methods and Approximations in Bayesian Computation Readingsβ’60 minutes
- Simulation Techniques for Bayesian Inference Readingsβ’120 minutes
- Advanced Markov Chain Methods for Bayesian Computation Readingsβ’240 minutes
- Module 6 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 6 Summative Assessmentβ’120 minutes
- Numerical Methods and Approximations in Bayesian Computation Quizβ’15 minutes
- Simulation Techniques for Bayesian Inference Quizβ’15 minutes
- Advanced Markov Chain Methods for Bayesian Computation Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 6 - Lesson 3 - RStudio Labβ’60 minutes
This module consists of an overview of regression models in Bayesian inference, focusing on foundational principles, hierarchical linear models, and generalized linear models, with practical applications and advanced techniques.
What's included
19 videos4 readings4 assignments1 ungraded lab
19 videosβ’Total 97 minutes
- Module 7 Introductionβ’1 minute
- Foundations of Bayesian Regression Analysis Pt. 1β’4 minutes
- Foundations of Bayesian Regression Analysis Pt. 2β’4 minutes
- Foundations of Bayesian Regression Analysis Pt. 3β’7 minutes
- Foundations of Bayesian Regression Analysis Pt. 4β’4 minutes
- Foundations of Bayesian Regression Analysis Pt. 5β’6 minutes
- Foundations of Bayesian Regression Analysis Pt. 6β’7 minutes
- Foundations of Bayesian Regression Analysis Pt. 7β’7 minutes
- Hierarchical Linear Models Pt. 1β’8 minutes
- Hierarchical Linear Models Pt. 2β’7 minutes
- Hierarchical Linear Models Pt. 3β’11 minutes
- Hierarchical Linear Models Pt. 4β’4 minutes
- Generalized Linear Models Pt. 1β’2 minutes
- Generalized Linear Models Pt. 2β’2 minutes
- Generalized Linear Models Pt. 3β’2 minutes
- Generalized Linear Models Pt. 4β’4 minutes
- Generalized Linear Models Pt. 5β’3 minutes
- Generalized Linear Models Pt. 6β’7 minutes
- Generalized Linear Models Pt. 7β’8 minutes
4 readingsβ’Total 370 minutes
- Foundations of Bayesian Regression Analysis Readingsβ’240 minutes
- Advanced Techniques in Hierarchical Linear Models Readingsβ’60 minutes
- Exploring Generalized Linear Models in Bayesian Context Readingsβ’60 minutes
- Module 7 Summaryβ’10 minutes
4 assignmentsβ’Total 165 minutes
- Module 7 Summative Assessmentβ’120 minutes
- Foundations of Bayesian Regression Analysis Quizβ’15 minutes
- Advanced Techniques in Hierarchical Linear Models Quizβ’15 minutes
- Exploring Generalized Linear Models in Bayesian Context Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 7 - Lesson 3 - RStudio Labβ’60 minutes
This module covers advanced topics in Bayesian inference, focusing on the setup, interpretation, and application of mixture models, as well as addressing computational challenges and integrating mixture models with multivariate data analysis.
What's included
9 videos3 readings3 assignments1 ungraded lab
9 videosβ’Total 48 minutes
- Module 8 Introductionβ’1 minute
- Setting Up and Interpreting Mixture Models Pt. 1β’8 minutes
- Setting Up and Interpreting Mixture Models Pt. 2β’6 minutes
- Setting Up and Interpreting Mixture Models Pt. 3β’3 minutes
- Setting Up and Interpreting Mixture Models Pt. 4β’3 minutes
- Setting Up and Interpreting Mixture Models Pt. 5β’4 minutes
- Applications of Mixture Models Pt. 1β’9 minutes
- Applications of Mixture Models Pt. 2β’6 minutes
- Applications of Mixture Models Pt. 3β’8 minutes
3 readingsβ’Total 250 minutes
- Setting Up and Interpreting Mixture Models Readingsβ’60 minutes
- Practical Applications and Computational Challenges Readingsβ’180 minutes
- Module 8 Summaryβ’10 minutes
3 assignmentsβ’Total 150 minutes
- Module 8 Summative Assessment β’120 minutes
- Setting Up and Interpreting Mixture Models Quizβ’15 minutes
- Practical Applications and Computational Challenges Quizβ’15 minutes
1 ungraded labβ’Total 60 minutes
- Module 8 - Lesson 2 - RStudio Labβ’60 minutes
This module contains the summative course assessment that has been designed to evaluate your understanding of the course material and assess your ability to apply the knowledge you have acquired throughout the course.
What's included
1 assignment
1 assignmentβ’Total 180 minutes
- Summative Course Assessmentβ’180 minutes
Earn a career certificate
Add this credential to your LinkedIn profile, resume, or CV. Share it on social media and in your performance review.
Build toward a degree
This course is part of the following degree program(s) offered by Illinois Tech. If you are admitted and enroll, your completed coursework may count toward your degree learning and your progress can transfer with you.ΒΉ
Instructor
Offered by
Explore more from Probability and Statistics
- Status: Free Trial
Specialization
- Status: Free TrialU
University of California, Santa Cruz
Course
- Status: Free TrialU
University of California, Santa Cruz
Course
- Status: Free TrialA
Arizona State University
Course
Why people choose Coursera for their career
Frequently asked questions
To access the course materials, assignments and to earn a Certificate, you will need to purchase the Certificate experience when you enroll in a course. You can try a Free Trial instead, or apply for Financial Aid. The course may offer 'Full Course, No Certificate' instead. This option lets you see all course materials, submit required assessments, and get a final grade. This also means that you will not be able to purchase a Certificate experience.
When you enroll in the course, you get access to all of the courses in the Specialization, and you earn a certificate when you complete the work. Your electronic Certificate will be added to your Accomplishments page - from there, you can print your Certificate or add it to your LinkedIn profile.
Yes. In select learning programs, you can apply for financial aid or a scholarship if you canβt afford the enrollment fee. If fin aid or scholarship is available for your learning program selection, youβll find a link to apply on the description page.
More questions
Financial aid available,
