12.1 Summary

This week we will introduce a new brand of inference, Bayesian inference. This will be contrasted against the frequentist inference we have done up to this point. We will also very briefly introduce decision theory.

12.2 Learning Objectives

• Understand how Bayesian inference combines prior belief with observed data.
• Use Bayesian inference to create point estimates and interval estimates.
• Understand how decision theory can help compare estimators.

12.3 Reading

12.4 Video

12.5 Assignments

• Homework 09
  • Due: Monday, April 19
  • Submission: Gradescope
  • Solution: Compass

12.6 Office Hours

12.7 Additional Information

• The Beta-Binomial Bayesian Model
• Michael I. Jordan: Bayesian or Frequentist, Which Are You?
• CMU 36-705, Fall 2016, Bayesian Inference Part I
• CMU 36-705, Fall 2016, Bayesian Inference Part II
• CMU 36-705, Fall 2016, Bayesian Inference Part III