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Bayesian Statistics Summary

Non-Parmetric: Monte Carlo Method

Importance Sampling

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Markov chain Monte Carlo (MCMC)

Metropolis–Hastings Algorithm

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Hamiltonian Monte Carlo (HMC)

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Non-Parmetric: Variational Inference (VI)

 

 

 

Parmetric: Paramter Estimation

Bernoulli Distribution

Multinomial Distribution

Normal Distribution

 

 

 


Bayesian Linear Regression

Simple Linear Regression

Bayesian GLM: Generalized Linear Model

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Bayesian GEE: General Linear Model

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Dynamic Linear Regression

Bayesian ARIMA

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Bayesian VAR

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Bayesian VECM

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Hierarchical Linear Regression

Bayesian Linear Mixed Effect Model

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Simultaneous Linear Regression

Bayesian Simultaneous Linear Regression

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Reference

 

 

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