Bayesian Lego

This week’s outline

• The success of Bayesian methods and Lego Blocks can be traced to the same basic reasons:
  • A varied set of basic building blocks.
  • The ability to combine them freely.
• This week, we introduce:
  • more examples of basic building blocks (i.e., distributions),
  • creating your own building blocks (i.e., custom distributions),
  • more examples of using simple building blocks to construct complex things (mixtures).