STA 36-786: Bayesian Theoretical Statistics I, Spring 2013

Syllabus

Notes

  • "Chapter 1: Introduction " [pdf]
  • "Chapter 2: Introduction to Bayesian Methods " [pdf]
  • "Chapter 3: Objective Priors " [pdf]

    Slides

  • "Chapter 1 Slides: Introduction " [pdf]
  • "Chapter 2 Slides: Introduction to Bayesian Methods " [pdf]
  • "Chapter 3 Slides: Objective Bayes " [pdf]

    Errata for Class Notes

  • "Errata for Class Notes; [pdf]

    Assignments

  • "HW 1 " [pdf]
  • "HW 2 " [pdf]
  • "HW 3 " [pdf]
  • "HW 4 " [pdf]

    Assignment Solutions

  • "HW 1 " [pdf]
  • "HW 2 " [pdf]
  • "HW 3 " [pdf]

    Quizzes

  • "Quiz 1 " [pdf]
  • "Quiz 2 " [pdf]
  • "Quiz 3 " [pdf]

    Quiz Solutions

  • "Quiz 1 " [pdf]
  • "Quiz 2 " [pdf]
  • "Quiz 3 " [pdf]

    Papers to Read

  • "When Did Bayesian Inference Become Bayesian? (Fienberg, 2007) " [pdf]
  • "Approximate Bayesian Computational methods (Marin et. al, 2012) " [pdf]
  • " Subjective Bayesian Analysis: Principles and Practice (Goldstein, 2006) " [pdf]
  • " The Case for Objective Bayesian Analysis (Berger, 2006) " [pdf]
  • " Does it Make Sense to be an “Objective Bayesian”? (Comment on Articles by Berger and by Goldstein); (Fiengerg, 2006) " [pdf]
  • " Frequentist Bayes is Objective (Comment on Articles by Berger and by Goldstein); (Wasserman, 2006) " [pdf]
  • " IKinds of Bayesians (Comment on articles by Berger and by Goldstein); (Kass, 2006) " [pdf]
  • " Is “Objective Bayesian Analysis” objective, Bayesian, or wise? (Comment on Articles by Berger and by Goldstein); (Kadane, 2006) " [pdf]
  • " Coherence and calibration: comments on subjectivity and “objectivity” in Bayesian analysis (Comment on Articles by Berger and by Goldstein); (Draper, 2006) " [pdf]

    Announcements

    Monday, Jan. 21
    New notes and slides for Ch 2 have been posted.

    Tuesday, Jan. 22
    There was no class on January 17 since I was out of town for a workshop. Please note that the final exam is currently scheduled for March 8 at a time TBA. The date of the exam may change. As of now, plan to be here on March 8 until further notice.

    Wednesday, Jan 23
    I have posted an errata page for Ch 2 notes. Please check back regularly for other changes that will be made. I have also posted the ABC paper by Marin, et al. that I mentioned in class yesterday. Homework 1 will be posted soon.

    Thursday, Jan 24
    Homework 1 has been posted and is due on Thursday, Jan 31 at 10:30 am. No late assignments will be accepted. Quiz 1 will be on Tuesday, Jan 29 in class. No makeups will be given for the quiz.

    Thursday, Jan 24
    There were two typos on HW 1 that were corrected and reposted last night around 6 pm. Please see the latest version for completing the assignment. Thanks to Mike Vespe for pointing them out.

    Tuesday, Jan 29
    Quiz 1 was given. HW 2 is due in class on Thursday, 1.31. Your midterm will be the week of 2.14. I'll be posting a new homework this week, so be on the lookout. I've updated the notes and slides, namely, I've made some changes to the Football example.

    Thursday, Jan 31
    HW 2 will be posted sometime today. I've just posted Ch 3 notes (these will be updated again soon), which we will start next week (the topic will be objective or noninformative priors). I've posted a list of papers from Bayesian Analysis on this subject (many of the authors you should recognize). We'll talk more about the papers next week. You can read them in you're free time if you like.

    Thursday, Jan 31 (post two!)
    HW 2 is up. It's due next Thursday at 10:30 a.m. Remember that if you scored below a 4.5 on problem 3 on the quiz, you need to redo your solution for Tuesday for a new quiz grade. If you scored 4.5 or above, you don't need to redo the problem.

    Friday, Feb 1
    I've made a few changes to HW 2 just in terms of clarifying a few of the problems, so please take a look and print a new copy. Thanks to Mattia for catching a few typos. Also, some of these problems are more challenging then others, so don't leave this until the last minute. Thanks!

    Sunday, Feb 3 - Noon
    I've made some more changes to HW 2 in terms of correcting typos in Problem 6 (please don't try and find this in TPE because parts of it are wrong). I'd like to thank Mattia again for catching the last of the typos on this one. Thanks for everyone's patience and understanding very much.

    Monday, Feb 4 - 3:30 pm
    I've added an example to the Ch 2 notes right before the EB section (to the notes and the slides). The slides have been reformatted because of this change. I'll be adding to the end of the end of the Ch 3 notes sometime this week and reposting.

    Tuesday, Feb 5 - 9:30 am
    I've posted the slides for Ch 3. We'll start these either today or on Thursday. Your first exam will either be next week or the week after. TBA in class and also on the webpage.

    Tuesday, Feb 5 - 10:00 pm
    I've reposted Ch 2 notes and slides with corrections to the example from class today and also to the notation on posterior predictive distributions. I've also posted solutions to Quiz 1 and HW 1.

    Friday, Feb 8 - 10:00 pm
    I've posted solutions to HW 2 (I've written the first two and Rafael has written up the last 4). There could be other solutions to the problems as well. Exam 1 will be in class Thursday at 10:30 am. The format is closed note and books. You are allowed one 8.5 by 11 page to bring in with you to the exam to assist you with any formulas, you might need. If you have questions about the exam, see me in office hours on Tuesday or email to set up an appointment before Tuesday. Rafael will be having office hours Monday and Wednesday as usual.

    Monday, Feb 18 - 10:00 pm
    I've posted updated notes and slides (I've updated the reference prior section majorly, so you'll want to reprint from there). I've also put in a date and timestamp so you can mark when I make changes. I'm working to get this on every page of the slides. I'll be posting a new homework sometime later Tuesday so be on the lookout.

    Tuesday, Feb 19 - 2:02 pm
    Notes and slides in the reference prior section have been updated with typos from class today -- I think** I've gotten them all, but go through them to make sure you understand the derivation of reference priors that we did today. This was very technical, so you'll need to review this on your own. I'll post a homework later today or tonight.

    Tuesday, Feb 19 - 2:24 pm (post two!)
    Homework 3 is up and due next Tuesday in class. Short quiz next Thursday as well.

    Monday, Feb 25 - 6:00 pm
    There was a typo regarding the distribution of $\hat{\theta}_n$ which has now been corrected. I have also added in a remark (p. 19 of the lecture notes) that explains why the integral is a normal density with mean 0 and variance $\hat{I_n}^{-1}.$ Please take a look. Also, don't forget that there will be a quiz on Thursday that WILL NOT include reference priors.

    Tuesday, Feb 26 - 1:41 pm
    Typos in notes have been corrected from class today. (I will try and catch any others). If you spot any, send me an email. I have posted the HW 3 solutions. Thanks to Rafael for texing them. Exams were given back in class today.

    YOUR FINAL EXAM
    Your final exam is Wednesday, March 6, 8:30am-11:30am, Scaife 219. The length of the exam will be roughly the same as the midterm. The final will be comprehensive and cover Chapters 1 -- 3. You may bring in 2 8.5 by 11 sheets, or so called ``cheat sheets." That being said, remember what we reviewed from the midterm and what problems there were. See me if you have any questions.

    Wed, Feb 27 - 4:00 pm
    Homework 4 is posted and due by Monday to me in my office before 5 pm. We will not have class due to the exam this coming Tuesday. I will hold an office hour for the entire length of class to answer any questions that you have as you prepare for the exam.

    Wed, Feb 27 - 10:47 pm (post two!)
    I've posted new notes and slides. I've added to the very last section of Chapter 3 (and just a recap of reference priors before it). I've added a section on a paper by Jim Berger on objective priors to go along with the counter argument by Steve Fienberg. For all the details, see the papers. The notes will give you the basic idea of pulling this chapter together.

    Thursday, Feb 28 - 6:00 pm (post two!)
    HW 4 has been updated. There was a typo in the IGaussian density. I've posted a hint for part a. For b, this should be similar to what we did in class for reference priors. For 2, make sure you show this for the multivariate setting.

    Friday, March 1 - 4:00 pm
    HW 3 is graded if you want to pick it up. I've posted the solutions to Quiz 3.