Course info

• Instructor
• Syllabus

Weekly course materials

• Week 1 : Read Durrett sections 5.1, 5.2. homework, R-code for example chains
• Week 2 : Read Durrett sections 5.3, 5.4. homework
• Week 3 : Read Durrett sections 5.5, 5.6. homework
• Week 4 : Read Durrett sections 6.1, 6.2. homework
• Week 5 : Read Durrett Sections 6.3, 6.5. homework, look at these papers to learn a bit more about entropy.
• Week 6 : Read Durrett Sections 7.1, 7.2.
• Week 7 : Read Durrett Sections 7.3, 7.6, 7.7. homework
• Week 8 : Read Durrett 7.6, 7.7. homework
• Week 9 : Lecture notes + look at the following (in order)
  • A Bayesian Analysis of Some Nonparametric Problems Ferguson, 1973.
  • Ferguson Distributions Via Polya Urn Schemes Blackwell and MacQueen, 1973.
  • A Constructive Definition of Dirichlet Priors(volume 4, issue 2, article 16), Sethuraman, 1994.
• Week 10 : The above papers + R-code for sampling from the Polya urn and constructing a Dirichlet Process. Also, to see how these things can be implemented in practice, see Escobar and West(95), who discuss density estimation via Dirichlet mixtures of normals.