Solutions-to-Problems-in-Bayesian-Statistics
This repository contains my solutions to the assignments in the book: "A Student’s Guide to Bayesian Statistics" by Ben Lambert. I will update the repository with my solutions continuously.
Each chapter of the book has its corresponding folder in this repository. These solutions consist of Python code as well as pdfs.
Let me know (by posting an issue or via email: [email protected]) if you have any questions or would like to discuss a certain solution or assignment!
Content
An introduction to Bayesian inference
Chapter 2 - The subjective worlds of Frequentist and Bayesian statistics
The code for this section can be found: HERE The report can be found: HERE
Chapter 3 - Probability - the nuts and bolts of Bayesian inference
The code for this section can be found: HERE The report can be found: HERE
Understanding the Bayesian formula
Chapter 4 - Likelihoods
The report can be found: HERE
Excerpt of some results
Chapter 5 - Priors
The report can be found: HERE
Chapter 6 - The devil is in the denominator
The report can be found: HERE
Excerpt of some results
Chapter 7 - The posterior - The goal of Bayesian inference
Analytic Bayesian methods
Chapter 8 - Distributions
Excerpt of some results
Chapter 9 - Conjugate priors
Excerpt of some results
Chapter 10 - Evaluation of model fit and hypothesis testing
Chapter 11 - Making Bayesian analysis objective?
Computational Bayes
Chapter 12 - Leaving conjugates behind: Markov chain Monte Carlo
Chapter 13 - Metropolis Hastings
The report can be found: HERE
Modeling presence of Borrelia amongst Ticks
Symmetric Kernel - Random Walk Metropolis
Using a Binomial likelihood, a Beta prior and an symmetric Normal jumping kernel.
Assymmetric Kernel - Metropolis Hastings
Using a Beta-Binomial likelihood, a Gamma prior and an assymmetric log-Normal jumping kernel.
Modeling Mosquito Death Rate
Using a Poisson Likelihood, a Gamma prior, a Beta Prior, a log-Normal jumping kernel and a beta jumping kernel.
Chapter 14 - Gibbs Sampling
The report can be found: HERE
The sensitivity and specificity of a test for a disease - Gibbs Sampling
Coal mining disasters in the UK - Gibbs Sampling
Using Gibbs sampling to estimate the point in time when legislative and societal changes caused a reduction in coal mining disasters in the UK. The number of disasters per year pre and post legislations were modeled using Poisson Likelihoods: Possion(lambda_1), Possion(lambda_2) with Gamma priors. The point in time when the new legislations were enacted is called n.