ISYE 6420: Bayesian Statistics Course Update

Redoing an older Bayesian statistics course with more modern tools

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During my second semester as a TA, I created this site to address the most common student complaints and questions. At the time, the most frequent source of dissatisfaction was the course’s use of older software, namely BUGS. So I redid the lecture examples in Python and PyMC.

A close second was the lecture quality—students found some of the lectures unapproachable for various reasons. To help with this, I’ve added notes that provide context to the lectures and address the most common questions we get about each one. As someone who originally took the class a little light on the necessary math and statistics knowledge, I hope my perspective helps other people coming in with similar backgrounds.

The main project site can be found here. The website was created with Jupyter Book, and the examples make use of PyMC, SciPy, NumPy, ArViz, and Pgmpy.

I’m working on some adding supporting visualizations in simple webapps. You can view those here.

I also have a script to auto-generate simple Latex documentation using GPT-4 shared here.

Current progress (last updated August 2023)

Over the summer, I’ll be adding notes for each lecture, further explanation for existing examples, and new supplementary examples. As of August 4th, I’m up to Unit 5 Lesson 9.