University of Pittsburgh

Bayesian Inference Fundamentals

University of Pittsburgh

Bayesian Inference Fundamentals

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Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace
Gain insight into a topic and learn the fundamentals.
Intermediate level

Recommended experience

2 weeks to complete
at 10 hours a week
Flexible schedule
Learn at your own pace

What you'll learn

  • Apply Bayes' theorem to compute posterior distributions and quantify uncertainty in statistical inference problems.

  • Explain conjugacy for efficient Bayesian inference and interpret credible intervals for parameter estimation.

  • Compare Bayesian and frequentist approaches to understand philosophical differences in statistical reasoning.

  • Execute MCMC algorithms, including Metropolis-Hastings and Gibbs sampling, for complex posterior approximation.

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Recently updated!

May 2026

Assessments

23 assignments¹

AI Graded see disclaimer
Taught in English
91% of learners achieved a positive career outcome

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This course is part of the Applied Bayesian Data Analysis Specialization
When you enroll in this course, you'll also be enrolled in this Specialization.
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There are 4 modules in this course

Welcome to Bayesian Inference Fundamentals! In this module, you will be introduced to the Bayesian way of thinking. First, focusing on the qualitative and quantitative details of Bayes' theorem. Then, you will also learn about random variables, which are a central piece of probabilistic and Bayesian analysis.

What's included

5 videos7 readings5 assignments1 ungraded lab

In this module, you will further your understanding of Bayes’ rule by applying it to distributions of random variables. This will provide you with the full benefits of the Bayes rule, going beyond posterior point estimates.

What's included

6 videos3 readings7 assignments1 ungraded lab

In this module, you will focus on the important difference between the Bayesian and frequentist approaches through the lens of credible and confidence intervals. You will understand the main benefits of taking a Bayesian approach in analyzing your data, and you will see a first set of methods for approximating posteriors through simulations.

What's included

5 videos5 readings6 assignments2 ungraded labs

In this module, we will introduce the core of Bayesian inference, Markov Chain Monte Carlo. We will see in detail two foundational algorithms in Gibbs sampling and Metropolis-Hastings sampling. We will also identify best practices and diagnostics for convergence.

What's included

4 videos5 readings5 assignments2 ungraded labs

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Instructor

Konstantinos Pelechrinis
University of Pittsburgh
4 Courses250 learners

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