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ELL880: Special Topics in Computers I (Bayesian Statistical Modelling and Computation)

If you are doing the course, please join the Piazza forum (the access code has been announced in class and e-mailed to you).

Instructor: Sumeet Agarwal
3 credits (3-0-0)
Pre-requisite: An introductory probability/statistics course
II Semester 2022–23
Tu F 15:30–16:50, LH 620

Please see Richard McElreath's Statistical Rethinking course to get a rough sense of what I hope to cover. Further detail will be added here in due course.

Evaluation components

References

  1. Richard McElreath. Statistical Rethinking. CRC Press, 2nd Edition (2020).
  2. Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin. Bayesian Data Analysis. CRC Press, 3rd Edition (2013).

Planned schedule

Serial no. Lecture nos. Topics Slides/Links
1 1–5 Science and statistical modelling: the Bayesian perspective
2 5 Sampling
3 6–10 Regression modelling, splines
4 11–15 Association, confounding, and causality
5 15–18 Overfitting, regularisation, model comparison
6 18–20 Sampling-based inference: MCMC
7 20– Maxent and GLMs

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