{"id":19845128,"url":"https://github.com/weijie-chen/bayesian-statistics-econometrics","last_synced_at":"2026-03-12T21:11:36.729Z","repository":{"id":39798451,"uuid":"447730644","full_name":"weijie-chen/Bayesian-Statistics-Econometrics","owner":"weijie-chen","description":"Bayesian Statistics-Econometrics","archived":false,"fork":false,"pushed_at":"2024-06-09T19:16:05.000Z","size":15460,"stargazers_count":88,"open_issues_count":0,"forks_count":35,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-07-26T00:29:28.490Z","etag":null,"topics":["bayesian-inference","bayesian-methods","bayesian-statistics","econometrics","statistics"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/weijie-chen.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null}},"created_at":"2022-01-13T19:43:20.000Z","updated_at":"2025-07-03T11:23:07.000Z","dependencies_parsed_at":"2025-07-25T19:33:55.240Z","dependency_job_id":"686d0e8c-8eb2-407e-99fc-8c5bd06f6cb9","html_url":"https://github.com/weijie-chen/Bayesian-Statistics-Econometrics","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/weijie-chen/Bayesian-Statistics-Econometrics","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/weijie-chen%2FBayesian-Statistics-Econometrics","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/weijie-chen%2FBayesian-Statistics-Econometrics/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/weijie-chen%2FBayesian-Statistics-Econometrics/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/weijie-chen%2FBayesian-Statistics-Econometrics/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/weijie-chen","download_url":"https://codeload.github.com/weijie-chen/Bayesian-Statistics-Econometrics/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/weijie-chen%2FBayesian-Statistics-Econometrics/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":30444401,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-03-12T20:23:30.529Z","status":"ssl_error","status_checked_at":"2026-03-12T20:23:14.027Z","response_time":114,"last_error":"SSL_read: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["bayesian-inference","bayesian-methods","bayesian-statistics","econometrics","statistics"],"created_at":"2024-11-12T13:06:38.248Z","updated_at":"2026-03-12T21:11:36.713Z","avatar_url":"https://github.com/weijie-chen.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"![Cover_Github_Repositories](https://user-images.githubusercontent.com/59842360/180305837-4d6e5370-b894-45f1-ab3b-dd405bb207bd.jpg)\r\n\r\n# Bayesian Statistics and Econometrics\r\nThis is a training session of Bayesian statistical methods, the content presented are essential elements of machine learning framework. The session is prepared for senior quantitative analysts/researchers in hedge fund or other research institutes who wants to refresh Bayesian methods quickly,  also perfect for grad student who are interested in quantitative methods in industry. All proprietary data and cases are censored, thus no institutional information or data are revealed in these training materials. \r\n\r\n## Prerequisites\r\nThe courses are not for beginners, the attendees must have working knowledge of linear algrebra, statistics and probability theory, and ideally advanced econometrics skills too.\r\n\r\nAnd also the attendees are assumed to have constant exposure of\r\n\r\n- [x] Python\r\n- [x] NumPy\r\n- [x] Matplotlib\r\n- [x] Statsmodels\r\n- [x] Pandas\r\n\r\nIf you are not familiar with linear regression mechanism, take a look at these notes first.\r\n## Contents\r\n### Advanced Econometric and Statistical Methods\u003cbr\u003e\r\n[Chapter 1 - Geometry of Odinary Least Squares](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%201%20-%20Geometry%20of%20Ordinary%20Least%20Squares.ipynb)\u003cbr\u003e\r\n[Chapter 2 - Statistical Properties of OLS](https://github.com/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%202%20-%20Statistical%20Properties%20of%20OLS.ipynb)\u003cbr\u003e\r\n[Chapter 3b - Hypothesis Test and Confidence Interval](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%203%20-%20Hypothesis%20Test%20and%20Confidence%20Interval.ipynb)\u003cbr\u003e\r\n\r\nIt is advised that you download all material and browse in your own computer, since nbviewer has persistent LaTeX rendering errors.\r\n### Bayesian Methods\r\n[Chapter 1 - Introduction to Bayesian Methods](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%201%20-%20Overview%20of%20Bayesian%20Approach.ipynb)\u003cbr\u003e\r\n[Chapter 2 - Bayesian Conjugates](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%202%20-%20%20Bayesian%20Conjugates.ipynb)\u003cbr\u003e\r\n[Chapter 3 - Bayesian Simple Linear Regression](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%203%20-%20Bayesian%20Simple%20Linear%20Regression.ipynb)\u003cbr\u003e\r\n[Chapter 4 - Markov Chain Monte Carlo](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%204%20-%20Markov%20Chain%20Monte%20Carlo.ipynb)\u003cbr\u003e\r\n[Chapter 5 - Metropolis-Hastings Algorithm](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%205%20-%20Metropolis-Hastings%20Algorithm.ipynb)\u003cbr\u003e\r\n[Chapter 6 - Gibbs Sampler](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%206%20-%20Gibbs%20Sampler.ipynb)\u003cbr\u003e\r\n[Chapter 7 - Revisit Linear Regression](https://nbviewer.org/github/MacroAnalyst/Advanced_Quantitative_Methods/blob/main/Chapter%207%20-%20Revisit%20Linear%20Regression%20With%20MCMC.ipynb)\r\n### Screen Captures\r\n![bayes1](https://user-images.githubusercontent.com/59842360/178119431-d573d883-2a78-4fd0-9332-20e360074694.jpg)\r\n![bayes2](https://user-images.githubusercontent.com/59842360/178119421-32fdf6be-a711-4769-939e-c374ae6afc9f.jpg)\r\n![bayes3](https://user-images.githubusercontent.com/59842360/178119423-904a9183-5694-404a-8de9-e4e0b67ac3ec.jpg)\r\n![bayes4](https://user-images.githubusercontent.com/59842360/178119424-d359940d-609a-493b-b957-b6940affee85.jpg)\r\n![bayes5](https://user-images.githubusercontent.com/59842360/178119425-8724e7ef-27a1-4128-97c6-660b36b6e49c.jpg)\r\n![bayes6](https://user-images.githubusercontent.com/59842360/178119426-520d2163-aab8-4b26-9b71-d8ee6723dc08.jpg)\r\n![bayes7](https://user-images.githubusercontent.com/59842360/178119427-4749cd2f-6a3c-43cd-826d-3d884fc526b7.jpg)\r\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fweijie-chen%2Fbayesian-statistics-econometrics","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fweijie-chen%2Fbayesian-statistics-econometrics","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fweijie-chen%2Fbayesian-statistics-econometrics/lists"}