October 27, 2015 Alexis Boukouvalas [email protected]
| File | Description |
|---|---|
| BayesianLinearRegression.ppt | Powerpoint slides on Bayesian linear regression |
| BMLR | Folder containing R code for linear regression |
| KruschkeAJ2012.pdf | Paper describing model and approach used in BMLR. Good introduction to Bayesian concepts and assumes no prior knowledge of Bayesian statistics. |
| Gp Regression Example.ipynb | Python notebook demonstrating the use of Gaussian Processes. Uses the python GPy library and does hybrid Monte Carlo sampling. |
| GPLecture6.pdf | Introduction to Gaussian processes. Covers a lot, come and ask me about it. This was not covered in the talk but may be of interest. |
R jags: Install rjags, and jags - for instructions see here. Then run BMLRexample.R
For the Python notebook example of Gaussian Processes you need to install gpy - see here, section Getting started: installing with pip
See this link for R code implementing GP regression.
See this link for a native R implementation of Metropolis Hastings, a basic MCMC variant.