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Bayesian Statistics: Capstone Project
  • Level Expert
  • Duration 12 hours
  • Course by University of California, Santa Cruz
  • Offered by

About

This is the capstone project for UC Santa Cruz's Bayesian Statistics Specialization. It is an opportunity for you to demonstrate a wide range of skills and knowledge in Bayesian statistics and to apply what you know to real-world data. You will review essential concepts in Bayesian statistics with lecture videos and quizzes, and you will perform a complex data analysis and compose a report on your methods and results.

Modules

Week 1

    • 3 Videos
    • 7 Readings
    • 2 Assignment
Show info about module content

2 Assignment

  • Practice Quiz for Week 1
  • First step for the project

3 Videos

  • Introduction
  • Model Formulation
  • Prediction for AR Models

7 Readings

  • Prerequisite skill checklist
  • Read Data
  • Review: Useful Distributions
  • Posterior Distribution Derivation
  • AR model fitting example
  • AR model prediction example
  • Extended AR model

Week 2

    • 2 Videos
    • 2 Readings
    • 2 Assignment
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2 Assignment

  • Determine the order of your data
  • Calculate DIC for single AR model

2 Videos

  • AIC and BIC in selecting the order of AR process
  • Deviance information criterion (DIC)

2 Readings

  • AIC and BIC example
  • DIC Example

Week 3

    • 4 Videos
    • 3 Readings
    • 2 Assignment
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2 Assignment

  • Fit a location mixture of AR model
  • Determine number of components for the mixture model

4 Videos

  • Prediction for Location Mixture of AR Models
  • Full conditional distributions of model parameters
  • Coding the Gibbs sampler
  • Prediction for location mixture of AR model

3 Readings

  • Sample code for the Gibbs sampler
  • Determine the number of components
  • Location and scale mixture of AR model

Week 4

    • 1 Readings
    • 1 PeerReview
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1 Peer Review

  • Peer-graded Assignment: Data Analysis Project

1 Readings

  • Acknowledgments and Reference

Auto Summary

Embark on UC Santa Cruz's Bayesian Statistics: Capstone Project, an expert-level course in Data Science & AI offered by Coursera. This comprehensive project allows you to showcase your Bayesian statistics skills by analyzing real-world data. Through lecture videos, quizzes, and a detailed report, you'll solidify your understanding in 720 minutes. Ideal for advanced learners, this course is accessible with a Starter subscription.

Jizhou Kang
Instructor

Jizhou Kang