EST5104 Bayesian Inference / EST5803 Advanced Bayesian Inference

Ricardo Ehlers (ehlers AT icmc.usp.br) Room 3-241

2nd semester 2018.

Prova dia 26/11 na sala 5-104. Permitido formulário (tamanho A4).

Assessment: Written exams 08/10/2018 and 26/11/2018. Project (due on 10/12/2018). Grades: EST5104, EST5803 (Notas dos trabalhos disponiveis).

Course Resources

• Course Presentation.
• Introduction.
• Prior distributions.
• Bayesian Estimation.
• Monte Carlo Methods.
• Markov chain Monte Carlo.
• Variable dimension MCMC (In Portuguese).

The R Project for Statistical Computing
CRAN Task View: Bayesian Inference
The BUGS Project
The JAGS Project
Handbook of Markov Chain Monte Carlo