Statistical Rethinking

Richard McElreath 2020年发表的贝叶斯统计学书 Statistical Rethinking 第二版 PDF 的视频讲解，使用Julia (而不是书中的R和Stan）来做里面的题目, use (Turing.jl MCMC package).

该书注重讲解实际问题和解决该问题的模型编程，没有大篇的数学推导。
原书使用 R 和 Stan 作为概率编程语言，Statistical Rethinking: A Bayesian Course with Examples in R and Stan
本课程采用Julia语言，尤其是Turing.jl package, 因为Julia的速度，代码和数学公式的高相似度。可先看这个bilibili视频 Julia and Probabilistic Programming Julia概率编程来熟悉Julia概率编程。
讲解用到的 Julia Pluto.jl code/代码

视频列表/Videos on bilibili:

Chapter 1 The Golem of Prague
Chapter 2 Small Worlds and Large Worlds
Chapter 3 Sampling the Imaginary
Chapter 4.1-4.3 Normal distributions & Gaussian model
Chapter 4.4 1st Linear prediction
Chapter 4.4-4.5 Linear prediction & Curves from lines
Chapter 5.1 Spurious association
Chapter 5.2-5.4 Masked relationship & Categorical variables
Chapter 6.1-6.2 Multicollinearity & Post-treatment bias
Chapter 6.3-6.4 Collider bias & Confronting confounding
Chapter 7.1-7.2 The problem with parameters & Entropy and accuracy
Chapter 7.3-7.5 Regularization & Model comparison
Chapter 8 Conditional Manatees/Interactions
Chapter 9.1-9.3 Markov Chain Monte Carlo
Chapter 9.4-9.5 Hamiltonian Monte Carlo
Chapter 10 Big Entropy and Generalized Linear Model
Chapter 11 God Spiked the Integers
Chapter 12 Monsters and Mixtures
Chapter 13.1-13.2 Models with Memory
Chapter 13.3-13.5 Models with Memory
Chapter 14.1 Adventures in Covariance -> Varying Slopes by Construction
Chapter 14.2 Adventures in Covariance -> Advanced Varying Slopes
Chapter 14.3-14.4 Adventures in Covariance -> Instruments and Causal Designs, Social Relations as Correlated Varying Effects
Chapter 14.5 Adventures in Covariance -> Continuous Categories and the Gaussian Process
Chapter 15.1-3 Missing Data and Other Opportunities -> Measurement Error, Missing Data, Categorical errors and discrete absences
Chapter 15.1 Missing Data and Other Opportunities -> Measurement Error
Chapter 15.3 Missing Data and Other Opportunities -> Categorical errors and discrete absences
Chapter 16 Generalized Linear Madness

Richard McElreath, 2020, Statistical Rethinking: A Bayesian Course with Examples in R and Stan

本书还有Python版本的:

References