MECH&AE C234

Main Course

Introduction to Bayesian Statistics for Data-Driven Science and Engineering

Description

Lecture, four hours; outside study, eight hours. Requisites: course M20, Mathematics 33A. Introduction to Bayesian statistics, with focus on development of intuition and implementation through probabilistic programming. Topics include basics of probability and statistics, Bayesian regression, Bayesian model comparison, sampling, Gaussian processes, Bayesian optimization, and uncertainty quantification. Concurrently scheduled with course C134. Letter grading.

Prerequisites

• Required: MECH&AE M20

  Plan

  Taken?
• Required: MATH 33A

  Plan

  Taken?