Useful Links
Statistics
Bayesian Statistics
1. Foundations of Bayesian Inference
2. Single-Parameter Models
3. Multi-Parameter Models
4. Bayesian Computation
5. MCMC Algorithms
6. Hierarchical Models
7. Model Checking and Selection
8. Bayesian Regression Models
9. Advanced Topics
Multi-Parameter Models
Joint Posterior Distributions
Definition and Notation
Interpretation in Multivariate Contexts
Correlation Structure
Contour Plots and Visualization
Marginal Posterior Distributions
Marginalization Process
Integration over Nuisance Parameters
Practical Calculation Methods
Numerical Integration
Conditional Posterior Distributions
Definition and Use
Conditioning on Other Parameters
Role in Gibbs Sampling
Full Conditional Distributions
The Multivariate Normal Distribution
Properties and Parameterization
Mean Vector and Covariance Matrix
Bayesian Inference with Multivariate Normals
Conjugate Analysis
Marginal and Conditional Distributions
The Multinomial Model
Model Structure
Categorical Data Analysis
Dirichlet-Multinomial Conjugacy
Dirichlet Prior Distribution
Multinomial Likelihood
Posterior Dirichlet Distribution
Parameter Interpretation
The Normal Model with Unknown Mean and Variance
Model Structure
Joint Inference Problem
Normal-Inverse-Gamma Prior
Parameterization
Prior Specification
Posterior Derivation
Marginal Posteriors
Normal-Inverse-Chi-Squared Prior
Alternative Parameterization
Relationship to Inverse-Gamma
Bivariate and Multivariate Extensions
Multivariate Normal with Unknown Parameters
Wishart and Inverse-Wishart Distributions
Matrix-Normal Distributions
Previous
2. Single-Parameter Models
Go to top
Next
4. Bayesian Computation