In recent years, the Bayesian approach has been attracting attention not only in the natural sciences, such as biostatistics and spatial statistics, but also in the social sciences, such as marketing, policy analysis, and econometrics. In this class, we will cover the basics and applications of Bayesian statistics, assuming a basic knowledge of classical statistics, and will include exercises in R and other languages. Markov chain Monte Carlo, empirical Bayes and hierarchical Bayes, Bayesian inference on regression and correlation, Bayesian econometrics, etc.