Relevant Readings

I will put readings here that are relevant to the lectures.

Hierarchical (linear) models

State-space models

  • Dynamic Linear Models with R
  • Bayesian Forecasting and Dynamic Models
  • State Space and Unobserved Component Models
  • Sequential Monte Carlo Methods in Practice


  • Hierarchical Modeling and Analysis for Spatial Data (Ch. 1-3)
  • BDA3 Chapter 21

Bayesian nonparametrics