Master Bayesian inference and unlock powerful probabilistic reasoning for data-driven decision-making. This course builds your foundation in Bayesian analysis, from viewing probability as degrees of belief to implementing advanced MCMC methods. Learn to apply Bayes’ theorem to real-world problems, use conjugate priors for efficient computation, and derive credible intervals that fully capture parameter uncertainty. Through hands-on practice, you’ll move from analytical solutions to computational techniques like Metropolis-Hastings, Gibbs sampling and Variational Inference, essential for modern Bayesian workflows. You’ll gain skill in interpreting posterior distributions, contrasting Bayesian and frequentist perspectives, and applying convergence diagnostics for reliable results. Whether in finance, healthcare, or business, you’ll acquire the statistical framework and computational tools to make principled inferences under uncertainty and effectively communicate probabilistic insights.

Bayesian Inference Fundamentals

Bayesian Inference Fundamentals
This course is part of Applied Bayesian Data Analysis Specialization

Instructor: Konstantinos Pelechrinis
Included with
Recommended experience
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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May 2026
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There are 4 modules in this course
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University of Pittsburgh

University of Pittsburgh
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