Bayesian Statistics: From Concept to Data Analysis
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chat_bubble_outline 语言 : 英语
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This course introduces the Bayesian approach to statistics, starting with the concept of probability and moving to the analysis of data. We will learn about the philosophy of the Bayesian approach as well as how to implement it for common types of data. We will compare the Bayesian approach to the more commonly-taught Frequentist approach, and see some of the benefits of the Bayesian approach. In particular, the Bayesian approach allows for better accounting of uncertainty, results that have more intuitive and interpretable meaning, and more explicit statements of assumptions. This course combines lecture videos, computer demonstrations, readings, exercises, and discussion boards to create an active learning experience. For computing, you have the choice of using Microsoft Excel or the open-source, freely available statistical package R, with equivalent content for both options. The lectures provide some of the basic mathematical development as well as explanations of philosophy and interpretation. Completion of this course will give you an understanding of the concepts of the Bayesian approach, understanding the key differences between Bayesian and Frequentist approaches, and the ability to do basic data analyses.

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  • Week 1 - Probability and Bayes' Theorem
    In this module, we review the basics of probability and Bayes’ theorem. In Lesson 1, we introduce the different paradigms or definitions of probability and discuss why probability provides a coherent framework for dealing with uncertainty. In Lesson 2, we revi...
  • Week 2 - Statistical Inference
    This module introduces concepts of statistical inference from both frequentist and Bayesian perspectives. Lesson 4 takes the frequentist view, demonstrating maximum likelihood estimation and confidence intervals for binomial data. Lesson 5 introduces the funda...
  • Week 3 - Priors and Models for Discrete Data
    In this module, you will learn methods for selecting prior distributions and building models for discrete data. Lesson 6 introduces prior selection and predictive distributions as a means of evaluating priors. Lesson 7 demonstrates Bayesian analysis of Bernoul...
  • Week 4 - Models for Continuous Data
    This module covers conjugate and objective Bayesian analysis for continuous data. Lesson 9 presents the conjugate model for exponentially distributed data. Lesson 10 discusses models for normally distributed data, which play a central role in statistics. In Le...


Herbert Lee
Applied Mathematics and Statistics



University of California, Santa Cruz
UC Santa Cruz is an outstanding public research university with a deep commitment to undergraduate education. It’s a place that connects people and programs in unexpected ways while providing unparalleled opportunities for students to learn through hands-on experience.



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