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 Bayesian techniques for extreme value problems, including Markov Chain Monte Carlo and Bayesian inference, emphasizing the importance of prior information and the use of graphs.