Session 1

Bayesian basics

Further reading and materials

The original

• Bayes, T., & Price, R. (1763). LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S. Philosophical Transactions of the Royal Society of London, 53, 370–418.
  • still surprisingly readable.

Some good books

• Oijen, M. van. (2020). Bayesian Compendium. Springer International Publishing.
  • a very readable introduction with a wide ranging scope. No free version available online, but ask your library.
• McElreath, R. (2018). Statistical Rethinking: A Bayesian Course with Examples in R and Stan (1st ed.). Chapman and Hall/CRC.
  • a great book (some chapters available online) with accompanying lectures on YouTube
• Jaynes, E. T., & Bretthorst, G. L. (2003). Probability theory: The logic of science. Cambridge University Press.
  • a very influential book, readable even if you want to skip some of the maths.
• Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013). Bayesian Data Analysis, Third Edition (3 edition). Chapman and Hall/CRC.
  • considered biblical.

Statistical Rethinking

• Read: Chapter 01
• Watch: Chapter 01 on YouTube

3 blue 1 brown

• Watch on YouTube

David MacKay

• Read Chapter 37, Information Theory, Inference, and Learning Algorithms. Worth it even if you skip the maths and just read the words.
• Watch from 13:50 videolectures

Probability Course

• Read Chapter 9.

Presentations

🖥️ Presentation 1a - Overview

🖥️ Presentation 1b - Bayesian basics

Practicals

• Practical 1 - Bayesian basics

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