Some Bayesian Modeling Techniques in Stan

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  • Опубликовано: 24 дек 2024

Комментарии • 10

  • @Tardistimelord
    @Tardistimelord 8 лет назад +14

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

  • @EllisWhitehead
    @EllisWhitehead 7 лет назад +4

    Thanks so much for the extremely clear and helpful introduction!

  • @nathanbarnard7896
    @nathanbarnard7896 3 года назад +4

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

  • @theabodeofforgottentoads
    @theabodeofforgottentoads 6 лет назад +4

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

  • @lucianomoffatt2672
    @lucianomoffatt2672 8 лет назад +1

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

  • @jeancarlostaipechavez8384
    @jeancarlostaipechavez8384 3 года назад +1

    how do i build a bayesian var in stan?

  • @niec9821
    @niec9821 4 года назад +1

    Great lecture!!!!!

  •  7 лет назад +1

    Talk starts at 3:08