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Bayesian inference

Priors, posteriors, conjugacy, MCMC and variational inference — principled uncertainty quantification in models.

Уровни глубины

L0Intro~3ч

Reads Bayes' rule; distinguishes frequentist vs Bayesian perspective.

L1Basics~15ч

Uses conjugate priors (Beta-Binomial, Normal-Normal); derives posterior updates analytically.

L2Working~30ч

Runs PyMC/Stan models; applies MCMC (HMC/NUTS) and VI; builds Bayesian linear/logistic regression.

L3Advanced~40ч

Implements normalising flows; analyses posterior approximation error; Bayesian neural networks.

L4Research~80ч

Contributes to scalable Bayesian deep learning or variational methods.

Ресурсы