Bayesian inference for large-scale regression models (Course material)

This is some of the material I cover for my course on Bayesian methods for large-scale regressions at the Queen Mary, University of London. Topics are the following:

The syllabus contains:

• Introduction to Bayesian model selection
• Hierarchical shrinkage priors
• Bayesian variable selection
• Bayesian model averaging
• Bayesian inference for generalised linear models

The material include slides and some Matlab codes for the tutorials.

Hope you will find this useful

Daniele