Short introduction to Bayesian statistics


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Stan


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Markov chain Monte Carlo


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Hierarchical models


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We can see that the population distribution is able to capture the measured average heights and standard deviations relatively well, although the within-country variation is estimated to be too concentrated. However, remember that these estimates are based on a limited sample: 10 out of 200 countries with 10 individuals in each group.


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Model comparison


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Gaussian processes


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Stan extensions


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Exercises1. Basics2. Stan3. MCMC4. Hierarchical models5. Model comparison6. Gaussian processes7. Other topics