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Computational Bayesian Statistics for Data Science · LearnSpace
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Computational Bayesian Statistics for Data Science

Курс от University of Colorado Boulder
Средний≈ 23.3 чАнглийский
О курсеНавыкиПрограммаПреподаватели

О курсе

This course equips learners with the theoretical knowledge and computational skills needed to implement modern Bayesian statistical methods in real-world settings. By completing the course, learners will be able to build and fit Bayesian models, apply computational algorithms for posterior inference, and interpret uncertainty in complex data analysis problems. Topics include maximum a posteriori (MAP) estimation, rejection sampling, and Markov chain Monte Carlo (MCMC) methods such as the Gibbs sampler and Metropolis-Hastings algorithms. Learners will also gain hands-on experience using Stan, one of the leading platforms for Bayesian modeling and probabilistic programming. The course is designed for learners seeking to strengthen their statistical, machine learning, and data science capabilities in industry or research settings. Bayesian methods are increasingly used in areas such as AI, forecasting, experimentation, risk analysis, and decision-making under uncertainty. Unlike many applied courses that focus primarily on software tools, this course emphasizes both the mathematical foundations and computational intuition underlying modern Bayesian workflows, helping learners develop a deeper understanding of how and why these methods work. This course can be taken for academic credit as part of CU Boulder’s Master of Science in Data Science (MS-DS) degree offered on the Coursera platform. The MS-DS is an interdisciplinary degree that brings together faculty from CU Boulder’s departments of Applied Mathematics, Computer Science, Information Science, and others. With performance-based admissions and no application process, the MS-DS is ideal for individuals with a broad range of undergraduate education and/or professional experience in computer science, information science, mathematics, and statistics. Learn more about the MS-DS program at https://www.coursera.org/degrees/master-of-science-data-science-boulder.

Навыки, которые вы освоите

Bayesian StatisticsComputational LogicProbability & StatisticsStatistical Machine LearningStatistical InferenceMathematics and Mathematical ModelingData ScienceStatistical MethodsStatistical SoftwareMachine Learning MethodsComputational ThinkingStatistical Analysis

Программа курса

5 модулей · 55 учебных материалов

01Introduction to Computational Bayesian Statistics16 материалов

Getting Started

Course IntroductionВидеоEarn Academic Credit for your Work!ЧтениеCourse SupportЧтениеAssessment ExpectationsЧтение

Gradient Ascent

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Brian Zaharatos

Director, Professional Master’s Degree in Applied Mathematics

Computational Bayesian Statistics for Data Science
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Обучение на Coursera

≈ 23.3 ч

5 модулей

Язык: Английский

Часть программы вашего университета
Module 1 Slide DeckЧтение
MAP Estimation in ContextВидео
Finding Gradients and the Gradient Ascent AlgorithmЛабораторная
The Gradient Ascent AlgorithmВидео

Gradient Ascent in R

Implementation of the Gradient Ascent Algorithm in R: Part 1ВидеоThe Gradient Ascent Algorithm in RЛабораторная Implementation of the Gradient Ascent Algorithm in R: Part 2Видео Implementation of the Gradient Ascent Algorithm in R: Part 3Видео

Numeric Integration

Numeric Integration and Monte Carlo EstimationВидео

Shifting Toward Algorithmic Approaches

Computational TipsВидео

Module 1 Assignments

Introduction to Computational Bayesian Statistics QuizЗаданиеModule 1 Programming AssignmentПрограммирование
02Rejection Sampling11 материалов

Theoretical Foundation for Rejection Sampling: Part 1

Module 2 Slide DeckЧтениеRejection Sampling ProcedureВидеоProof of Rejection SamplingВидео

Theoretical Foundation for Rejection Sampling: Part 2

Motivating Hierarchical ModelsВидеоHierarchical Models: A Bayesian ApproachВидеоReparameterizing the Hierarchical ModelВидео

Rejection Sampling in R

Rejection Sampling in RЛабораторнаяRejection Sampling Example in R: Part 1ВидеоRejection Sampling Example in R: Part 2Видео

Module 2 Assignments

Rejection Sampling QuizЗаданиеModule 2 Programming AssignmentПрограммирование
03Gibbs Sampling5 материалов

Theoretical Foundation for Gibbs Sampling

Module 3 Slide DeckЧтениеGibbs SamplingВидео

Gibbs Sampling in R

Gibbs Sampling in R LabЛабораторнаяGibbs Sampling in RВидео

Module 3 Assignment

Gibb's Sampling QuizЗадание
04Metropolis Hastings Sampling14 материалов

Theoretical Foundation of the Metropolis Sampling Algorithm

Module 4 Slide DeckЧтениеMetropolis Sampling AlgorithmВидео

Metropolis Sampling in R

Metropolis Sampling in R LabЛабораторнаяMetropolis Sampling Algorithm: An Example in RВидеоMetropolis Sampling Algorithm: An Example of a Non-identifiable Model in RВидео

Metropolis to Metropolis Hastings Algorithm

Generalization of Metropolis Algorithm to the Metropolis Hastings AlgorithmВидеоWhy the Metropolis Hastings Algorithm WorksВидеоConvergence of the Metropolis Hastings AlgorithmВидео

Adaptive Metropolis Hastings Algorithms

Adaptive Metropolis Hastings AlgorithmВидеоAdaptive Metropolis Sampling in R LabЛабораторнаяAdaptive Metropolis Hastings Algorithm: An Example in RВидеоLimitations of the Metropolis and Metropolis Hastings AlgorithmsВидео

Module 4 Assignments

Metropolis Hastings Sampling QuizЗаданиеModule 4 Programming AssignmentПрограммирование
05STAN9 материалов

Introduction to STAN

Module 5 Slide DeckЧтениеUsing STAN in RЛабораторнаяExtending Metropolis Hastings to STANВидео

STAN in R: Part 1

Using STAN in RЛабораторнаяSTAN: A Binomial Example in RВидеоSTAN: A Simple Linear Regression Example in RВидео

STAN in R: Part 2

STAN: A Multiparameter Example in RВидео

Module 5 Assignments

STAN QuizЗаданиеModule 5 Programming AssignmentПрограммирование