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Matt_Simpson comments on March 2013 Media Thread - Less Wrong Discussion
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My advisor, Jarad Niemi, has posted a bunch of lectures on Bayesian statistics to youtube, most of them short and all pretty good IMHO. The lectures are made for Stat 544, a course at Iowa State University. They assume a decent familiarity with probability theory - most students in the course have seen most of chapters 1-5 of Casella and Berger in detail - and some knowlege of R.