{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "This page has been moved to [https://econ.pages.code.wm.edu/414/syllabus/docs/index.html](https://econ.pages.code.wm.edu/407/notes/docs/index.html) and is no longer being maintained here." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "# Lecture Notes By Topic\n", "\n", "These notes are intended for my students and are a synthesis of numerous sources including:\n", "* Bayesian Data Analyis, 3rd Edition (Gelmen et al.)\n", "* Conteporary Bayesian Econometrics and Statistics (Geweke)\n", "* Series of blog posts \n", " * Thomas Wiecke (http://twiecki.github.io/)\n", " * Jake Vanderplas (https://jakevdp.github.io/)\n", "* Selected lecture notes by Patrick Lam (http://www.patricklam.org/)\n", "\n", "Of course, all errors are my own.\n", " \n", "\n", "## Preliminaries and Review\n", "\n", "Please install Anaconda Python [following these instructions.](\n", "./bayesian_install_python.html)\n", "\n", "1. [Maximum Likelihood](./econ_407_notes_mle.html) (from ECON407).\n", "2. [Python Numpy Linear Algebra](./bayesian_lin_alg.html)\n", "3. Python [Pandas Basics](./bayesian_pandas.html)\n", "4. Python [Statistical Functions in Scipy Basics](./bayesian_stats.html).\n", "\n", "## Bayesian Statistics and Python\n", "\n", "1. [Sampling Methods and Frequentist Statistics](./bayesian_1.html)\n", "2. [Introduction to Bayesian Statistics](./bayesian_2.html)\n", "3. [Bayes Rule and Monte Carlo Markov Chains](./bayesian_3.html)\n", "4. [Properties of MCMC](./bayesian_4.html)\n", "5. [Convergence Diagnostics](./bayesian_5.html)\n", "6. [Inference](./bayesian_6.html)\n", "7. [Introduction to PyMC3](./bayesian_7.html)\n", "8. [Sampling Methods](./bayesian_8.html)\n", "\n", "## Some Models\n", "\n", "1. Heirarchical Models\n", "2. Multinomial Probit\n", "3. Time Series Applications\n", "4. Switching Models \n", "5. Time Series Models" ] } ], "metadata": { "hide_input": false, "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.12" }, "latex_envs": { "bibliofile": "biblio.bib", "cite_by": "apalike", "current_citInitial": 1, "eqLabelWithNumbers": true, "eqNumInitial": 0 } }, "nbformat": 4, "nbformat_minor": 1 }