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。
• 讲解用到的 Julia Pluto.jl code/代码

Videos have been (will be) uploaded to bilibili on a semi-weekly basis.

• 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

• 本书还有Python版本的:
  • Rethinking using tensorflow probability
  • Rethinking using numpyro
    • github.com/fehiepsi/rethinking-numpyro
  • Rethinking using pyro