user-jiyichen / bayesian-computation-methods

Markov Chain Monte Carlo(MCMC), Approximate Bayesian Computation(ABC), Bayesian Synthetic Likelihood(BSL), Variational Inference(VI)

Bayesian-Computation-Methods

Markov Chain Monte Carlo(MCMC), Approximate Bayesian Computation(ABC), Bayesian Synthetic Likelihood(BSL), Variational Inference(VI)

This is a repo for my independent reading course in computational statistics at the University of Toronto, supervised by Prof. Radu Craiu. Topics are about Bayesian analysis and computation, including MCMC, ABC, BSL, VI, etc. I also conducted a project on the problem of parameter estimation for the Bayesian logistic regression in R, comparing the accuracy and efficiency of the performance of aforementioned algorithms in terms of mean squared errors(MSE). I ran each algorithm 200 rounds, each collecting 5000 MCMC samples of parameters, and compared th average MSE values on each parameter.