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Statistical Rethinking: A Bayesian Course (with Code Examples in R/Stan/Python/Julia)

Forked.

Topical Outline

There are 10 weeks of instruction.

Week ## Meeting date Reading Lectures Numpyro Turing
Week 01 02 December Chapters 1, 2 and 3 The Golem of Prague <slides> <video>
Garden of Forking Data <slides> <video>
Week 02 09 December Chapter 4 Geocentric Models <slides> <video>
Wiggly Orbits <slides> <video>
Week 03 06 January Chapters 5 and 6 Spurious Waffles <slides> <video>
Haunted DAG <slides> <video>
Week 04 13 January Chapter 7 Ulysses' Compass <slides> <video>
Model Comparison <slides> <video>
Week 05 20 January Chapters 8 and 9 Conditional Manatees <slides> <video>
Markov Chain Monte Carlo <slides> <video>
Week 06 27 January Chapters 10 and 11 Maximum entropy & GLMs <slides> <video>
God Spiked the Integers <slides> <video>
Week 07 03 February Chapter 12 Monsters & Mixtures <slides> <video>
Ordered Categories, Left & Right <slides> <video>
Week 08 10 February Chapter 13 Multilevel Models <slides> <video>
Multilevel Models 2 <slides> <video>
Week 09 24 February Chapter 14 Adventures in Covariance <slides> <video>
Slopes, Instruments and Social Relations <slides> <video>
Week 10 03 March Chapter 15 Gaussian Processes <slides> <video>
Missing Values and Measurement Error <slides> <video>

Folder structure

│
├── data                  <- Data used in examples, copied over from
│                            rethinking package and other places.
│
├── exploration           <- Messy notebooks used to learn Julia, try 
│                            out different things, etc.
│
├── homework              <- Forked questions and R code, along with 
│                            other flavours.
│
├── .gitignore
├── Project.toml          <- Julia project file.
├── README.rst            <- This file.
│

Code examples

R

Original R Flavor

For those who want to use the original R code examples in the print book, you need to first install rstan. Go to http://mc-stan.org/ and find the instructions for your platform. Then you can install the rethinking package:

install.packages(c("devtools","mvtnorm","loo","coda"),dependencies=TRUE)
library(devtools)
install_github("rmcelreath/rethinking")

The code is all on github https://github.com/rmcelreath/rethinking/ and there are additional details about the package there, including information about using the more-up-to-date cmdstanr instead of rstan as the underlying MCMC engine.

R + Tidyverse + ggplot2 + brms

The <Tidyverse/brms> conversion is very high quality and complete through Chapter 14.

Python

Numpyro

Book and course. See also numpyro documentation.

PyMC3

The <Python/PyMC3> conversion is quite complete.

Julia: Turing

The <Julia/Turing> conversion is not as complete, but is growing fast and presents the Rethinking examples in multiple Julia engines, including the great <TuringLang>.

Another Turing port.

Other

The are several other conversions. See the full list at https://xcelab.net/rm/statistical-rethinking/.

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Statistical Rethinking Course Winter 2020/2021

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  • R 62.0%
  • Python 36.8%
  • Julia 1.2%