How to code up a bespoke probability density in Stan
This video explains how to use Stan to sample from a probability distribution not included in the Stan math library. This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: https://www.amazon.co.uk/Students-Gui... For more information on all things Bayesian, have a look at: https://ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to Bayesian Statistics
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How to write your first Stan program
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Bayesian Inference: Overview
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An introduction to Gibbs sampling
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How to code up a model with discrete parameters in Stan
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But what is the Central Limit Theorem?
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Estimating the posterior predictive distribution by sampling
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The intuition behind the Hamiltonian Monte Carlo algorithm
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Hidden Markov Models for Quant Finance
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The Strange Math That Predicts (Almost) Anything
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Centered versus non-centered hierarchical models
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Crash Course on Monte Carlo Simulation
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How to derive a Gibbs sampling routine in general
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Bayes theorem, the geometry of changing beliefs
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An introduction to importance sampling
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6. Monte Carlo Simulation
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What is meant by entropy in statistics?
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Normal Distributions Explained – With Real-World Examples
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Machine Learning for Everybody – Full Course
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Anthropic is starting to panic…
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