Probabilistic Systems Analysis and Applied Probability

Lecture 22: Bayesian Statistical Inference - II

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Lecture Topics

More on least means squares (LMS) estimation An example The mean squared error Theoretical properties (Bayesian) Linear LMS estimation

Lecture Activities

• Watch the Lecture 22 Video by Prof. Tsitsiklis (00:52:16)
• Review the Lecture 22: Bayesian Statistical Inference - II Slides (PDF)
• Read Pages 225-226 and Sections 8.3–8.4 in the textbook

Recitation Problems and Recitation Help Videos

Review the recitation problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

• Recitation 22 Problems (PDF)
• Recitation 22 Solutions (PDF) Note: All five parts of the recitation 22 problem are solved in the videos below.

Recitation Help Videos

PROBLEM #	PROBLEM TITLE	PROBLEM SOLVED BY
1	Inferring a Parameter of Uniform Part 1 Inferring a Parameter of Uniform Part 2	Jimmy Li Jimmy Li

Tutorial Problems and Tutorial Help Videos

Review the tutorial problems in the PDF file below and try to solve them on your own. One of the problems has an accompanying video where a teaching assistant solves the same problem.

• Tutorial 11 Problems (PDF) Do ONLY Problem 1
• Tutorial 11 Solutions (PDF)

Tutorial Help Videos

PROBLEM #	PROBLEM TITLE	PROBLEM SOLVED BY
1	An Inference Example	Jimmy Li

Problem Set and Solutions

Work the problems on your own and check your answers when you’re done. Problem set 10 covers Lectures 20, 21, and 22.

• Problem Set 10 (PDF)
• Problem Set 10 Solutions (PDF)

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