Some Bayesian Modeling Techniques in Stan

Поділитися
Вставка
  • Опубліковано 15 лис 2024

КОМЕНТАРІ • 10

  • @Tardistimelord
    @Tardistimelord 8 років тому +14

    Michael, this is brilliant teaching, thankyou. Hopefully you are coming to Australia/NZ sometime in the near future!

  • @EllisWhitehead
    @EllisWhitehead 7 років тому +4

    Thanks so much for the extremely clear and helpful introduction!

  • @nathanbarnard7896
    @nathanbarnard7896 3 роки тому +3

    It's a Warwick lecture :)
    I'm at Warwick lol, makes me happ

  • @niec9821
    @niec9821 3 роки тому +1

    Great lecture!!!!!

  • @theabodeofforgottentoads
    @theabodeofforgottentoads 6 років тому +3

    At 6:48 - should that be "homoscedastic" noise instead of "heteroscedastic" noise - i.e., the noise should *not* change with x?

    • @WilliamDean127
      @WilliamDean127 6 років тому +1

      Sloane Simmons he corrected himself

  • @jeancarlostaipechavez8384
    @jeancarlostaipechavez8384 3 роки тому +1

    how do i build a bayesian var in stan?

  • @lucianomoffatt2672
    @lucianomoffatt2672 8 років тому +1

    Great lecture!! I enjoyed it. One clarification, which kind of Montecarlo was he referring to @1:37:35?

  •  6 років тому +1

    Talk starts at 3:08