Resources will be posted here throughout the semester. Diving into this (edifying) material should be of keen interest to those taking the class, but do not consider these formal reading assignments.

Model Fitting

  • “Data analysis recipes: Fitting a model to data” (Hogg et al. 2010). “We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane.”

  • “Data Analysis Recipes: Using Markov Chain Monte Carlo” (Hogg and Foreman-Mackey 2018) “In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems.”

  • “Data analysis recipes: Probability calculus for inference” (Hogg 2012) “…I review the rules by which probability distribution functions can (and cannot) be combined. I connect these rules to the operations performed in probabilistic data analysis…The applications of probability calculus in constructing likelihoods, marginalized likelihoods, posterior probabilities, and posterior predictions are all discussed.”

  • “Bayesian Methods for Hackers” (Cameron Davidson-Pilon) “An intro to Bayesian methods and probabilistic programming from a computation/understanding-first, mathematics-second point of view.”

Periodograms

Gaia Variable Star References

Blogs/Online Material of Interest

Books

Packages and Code

  • “pyMC3” “Fit your model using gradient-based MCMC algorithms like NUTS, using ADVI for fast approximate inference — including minibatch-ADVI for scaling to large datasets — or using Gaussian processes to build Bayesian nonparametric models.”