Solution Examples - Hoff, A First Course in Bayesian Statistical Methods
標準ベイズ統計学 演習問題 解答例

This site provides example solutions to the exercises in Peter Hoff’s excellent book, “A First Course in Bayesian Statistical Methods”.

It aims to help students, and self-learners of Bayesian statistics verify their own solutions and understand the problem-solving approaches.

Each chapter and exercise has its own page, containing the solution, explanations, and implementation code. Currently, the implementations are primarily in Julia, but we hope to add implementations in R and Python in the future (Pull Requests are welcome!).

日本語のサイトはこちらです。(Link to the Japanese site)

Disclaimer: These solutions were prepared by an individual and may contain errors. Please use them as a reference only. If you find any mistakes, I would appreciate it if you could report them using the methods described below.

Access the solutions for each exercise via the chapter links below.

• Chapter 2 - Belief, probability and exchangeability
• Chapter 3 - One-parameter models
• Chapter 4 - Monte Carlo approximation
• Chapter 5 - The normal model
• Chapter 6 - Posterior approximation with the Gibbs sampler
• Chapter 7 - The multivariate normal model
• Chapter 8 - Group comparisons and hierarchical modeling
• Chapter 9 - Linear regression
• Chapter 10 - Nonconjugate priors and Metropolis-Hastings algorithms
• Chapter 11 - Linear and generalized linear mixed effects models (to be updated)
• Chapter 12 - Latent variable methods for ordinal data (to be updated)

This website was started as a personal project during my master’s program and is still under development. As such, there may be typos, inaccuracies, or other errors.

If you encounter any errors or have suggestions for improvement, please feel free to submit an issue or pull request to this GitHub repository. You can also contact me by email.

Your feedback is greatly appreciated and helps improve the site.

I would like to thank the following individuals for pointing out typos and errors:

• Okamoto Noriaki
• Kubota Kohsuke
• Kondo Daisuke