Lecturer: Rémi Bardenet
Two grades: one practical and one project around a research paper.
- Annotated slides are here
- You can go through all problems in Section 1 of the exercise sheet except 1.4. See also the additional exercises on posterior derivations listed from other books.
- The main reference that I used for this lecture is Chapters 7 and 8 of (Parmigiani and Inoue, 2009).
- You can also check Chapter 5 of (Murphy, 2012).
- Annotated slides for the end of Bayesics and the beginning of MCMC.
- You can now go through all problems in the exercise sheet, up to 2.2. A link to the corresponding book for the James-Stein estimator is here.