This website contains the teaching materials that I create for DSA5209 Stochastic Methods and Inferences for Big Data in AY25/26 Semester 2 (Jan-Apr 2026). This is the first time that the course is taught at NUS, and I sincerely welcome comments and suggestions on these materials, especially since I am far from an expert in some, if not all of the contents.
I would like to credit the following excellent sources that helped me prepare these slides. Thank you, authors, I have learned so much from you, and you enabled me to convey my understanding of these contents to my dear students.
Larry Wasserman, All of Statistics
Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin, Bayesian Data Analysis
Daniel Sanz-Alonso and Omar Al-Ghattas, A First Course in Monte Carlo Methods
Lecture Notes on Markov Chains by Nicolas Privault (Singaporean Local!)