Introduces Bayesian estimation, covering classical versus Bayesian inference, conjugate priors, MCMC methods, and practical examples like temperature estimation and choice modeling.
Discusses the Dirichlet distribution, Bayesian inference, posterior mean and variance, conjugate priors, and predictive distribution in the Dirichlet-Multinomial model.
Explores linear regression from a statistical inference perspective, covering probabilistic models, ground truth, labels, and maximum likelihood estimators.
Explores computing density of states and Bayesian inference using importance sampling, showcasing lower variance and parallelizability of the proposed method.