Introduction to Bayesian Methods

The following demonstrations will likely assume more background knowledge, but otherwise take a similar approach. For example, the model fitting functions in the previous demonstrations are now replaced with Stan code. I start with a demo followed by the simplest of models such as a t-test and linear regression to get one comfortable. For more introduction, see my introduction to bayesian method, and in particular, themaximum likelihood section of this document, which is an update of the appendix in that introduction.

Note that some of the old code is now easily accomplished with tools like rstanarm or brms (e.g. for standard linear and mixed models), or Stan even has built in functions (e.g. gaussian process covariance functions). As such, I didn’t copy all of my old efforts to this document. So you can take a look at the old repo for a few more demos I probably won’t include here, including in other languages like Bugs/Jags.