ABSTRACT
This chapter is a collection of different topics that work as a support for the rest of the book, including a refresher of probability theory, a quick intro to entropy, Kullback-Leibler divergence, information criteria, Jeffreys’ priors derivation for the beta binomial model. A discussion about differences between LOO and Marginal likelihood (Bayes factors). Inference methods, including the grid method, Metropolis-Hasting, hamiltonian Monte Carlo and Sequential MonteCarlo. This chapter offers a discussion that complements topics discussed elsewhere in this book and that can be of interest to those willing to go a little bit deeper into the methods or theory.
