Exercises for Bayesian Learning, 7.5 hp

Practice makes perfect. Exercises are important for building up a proper understanding.

Schedule

The course schedule can be found on TimeEdit.

Literature

• The BL listed below are problem numbers from the course book Villani (2025a). Bayesian Learning.
• The BLprequel listed below are problem numbers from a book Bayesian Learning - the prequel.
• The BDA listed below are problem numbers from the course book Gelman, Carlin, Stern, Dunson, Vehtari, Rubin (2014). Bayesian Data Analysis.

Exercises

Exercise 1 (preparatory) - Likelihood. Information. Basic Monte Carlo methods.
Problems: 1.1-1.4 in Bayesian Learning exercises

Exercise 2 - One-parameter models.
Problems: BL 2.1, 2.2, 2.3, 2.4, 2.5, 2.7

Exercise 3 - Multi-parameter models.
Problems: BL 2.12, 3.1, 3.2, 3.3, 3.6, 3.7.

Exercise 4 - Prior, Prediction and Decisions.
Problems: BL 4.3, 6.2, 6.3

Exercise 5 - Linear Regression and Normal posterior approximation
Problems: BL 5.1, 7.1, 8.1

Exercise 6 - TestExam1
The exam is available at Athena in the TestExam folder.

Exercise 7 - TestExam2
The exam is available at Athena in the TestExam folder.

Exercise 8 - TestExam3