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Chapter 12 Bayesian Inference - Carnegie Mellon University
www.stat.cmu.eduChapter 12 Bayesian Inference This chapter covers the following topics: • Concepts and methods of Bayesian inference. • Bayesian hypothesis testing and model comparison. • Derivation of the Bayesian information criterion (BIC). • Simulation methods and Markov chain Monte Carlo (MCMC). • Bayesian computation via variational inference.