Bayesian-Computation-Methods

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

This repo is for my independent reading course in computational statistics at the University of Toronto, supervised by Prof. Radu Craiu. Topics are 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 the algorithms above in terms of mean squared errors(MSE). I ran each algorithm for 200 rounds, collecting 5000 MCMC samples of parameters, and comparing the average MSE values on each parameter.