STA122: Bayesian and Modern Statistics

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Here you will find handouts, reading and homework assignments for the semester. Please Refresh often as calendar is subject to change.

Date Topic Handouts Readings Assignments
1/13

Overview of Course

Review of Probability

Bayes Theorem

Course Main Page

Bayes Intro

Hoff Chapter 1-2.

Bernardo

download and intall R and WinBugs -- see computing page
1/19 Lab: Introduction to using R Lab 1 (data)  
HW1
1/20        
1/14 Bayes Theorem for Random Variables   Lee Ch 2
1/19 MLK Day No Class      
1/20 Lab: Random Variables in R Lab 2    
1/21 Bayesian Inference in the Normal Distribution Calculations in R Lee Ch 2
HW2
1/26 Normal Variance
Normal Mean and Variance Unknown
Lee Ch 2
1/27 Lab: Writing Functions in R

Lab 3 (data)

   
1/28 Marginal Distribution of Mean
SPF Example
Change of Variables

Notes
SPF data (Sleuth)
normal-bayes.R

Lee Ch2  
2/2 HPD regions and Credible Intervals HPD.R Lee Ch 2  
2/3 Lab: Loops Lab 4    
2/4

HPD Intervals for Variances
Predictive Distributions
Simulations

 

Lee Ch 2  
2/9 Binomial   Lee Ch 3  
2/10 Lab: R Review      
2/11 Reference Priors   Lee Ch 3  
2/16 Poisson, Pareto... Poisson.R Lee Ch 3
HW3
2/17 Lab: Simulations and using the coda Package for HPD Lab 5    
2/18 Classical Hypothesis Testing   Lee Ch 4  
2/23 Normal Hypothesis Testing      
2/24 Lab: p-values

pvalue applet

paper

   
2/25 Normal Hypothesis Testing (unknown variance)

Bayes Factor I

bayesfactor.R

Lee Ch 4 & Ch 5
HW4
3/2

Clas Canceled - SNOW

 

Lee Ch 4  
3/3 Lab: BF in R      
3/4 Comparing 2 Proportions/

2 Normal Populations
Bayes Factor II Lee Ch 4-5  
3/16 Regression Bodyfat Example
R Code
Bodyfat Data
Lee Ch 6
3/17 Lab: Regression in R see Intro to R    
3/18 Distribution of Residuals  
3/23 Bayesian Residuals

Chaloner & Brant

Stackloss OutputStackloss.R
Bayes-outliers.R

   
3/24 Lab: Review 2008 Midterm    
3/25 Midterm    
3/30 Robust Regression: MCMC & Gibbs Sampling Robust Regression Lee Ch 9,

JRSS B West
3/31 Lab: Writing a Gibbs Sampler

Gibbs-SLR.R

SLR-bugs.R

Lee Ch 9  
4/1

Robust Regression: MCMC & Gibbs Sampling

Robust-regression.R

 
4/6 Midterm review
4/7 Lab: Gibbs Sampling Using R2WinBugs    
4/8

Robust Regression

Logistic Regression

Robust-regression.R

snp-logistic (directory)

HW5
4/13

Hierarchical Models

snp-hier (directory)

Lee Ch 8  
4/14 Lab: CODA Diagnostics    
4/15 Hierarchical Models    
4/20 Model Uncertainty BMA.R BAS package  
4/22 Model Uncertainty      
4/29 Final Project Presentations 7-10 pm Guidelines    

 


Updated 1/8/2007