Bayesian inference for large-scale regression models (Course material)
This is some of the material I cover for my course on Bayesian methods for large-scale regressions at the Queen Mary, University of London. Topics are the following:
The syllabus contains:
- Introduction to Bayesian model selection
- Hierarchical shrinkage priors
- Bayesian variable selection
- Bayesian model averaging
- Bayesian inference for generalised linear models
The material include slides and some Matlab codes for the tutorials.
Hope you will find this useful
Daniele