13. Bayes Rules, Bayesian Inference and Applications

Topics, Class Notes and Code Assignments and Side Readings
  • Bayes Rule for Dependent Events
    • Compoents: prior probability, likelihood, posterior probability
    • Bayes rule as a predictive model
  • Bayes Rule for Categorical Variables
    • Likelihood-based parametric Bayes rule as predictive model
  • Bayes Rule for Continuous Variables
    • Parameter estimation of normal parameters using Gaussian prior distribution
    • Baysian inference based on posterior distribution
  • Concept of naive Bayes prediction
  • Notes and code
  • Optional Reading Assignments
    • Bayesian Statistics - Principles and Benefit [PDF]
    • Understanding the Differences Between Bayesian and Frequentist Statistics [PDF]
    • Comparison of Frequentist and Bayesian Inference [PDF]
    • A Book Chapter from CMU (the first three section) [PDF]
  • Written Assignment
    • No assignment for this week.
    • Please start review the contents covered in this semester. Leature notes and your weekly assignments are highly relevant to the final exam.