STA 36-787: Bayesian Theoretical Statistics II, Spring 2013

Syllabus

R Code and Data

Notes

  • "Chapter 4: Evaluating Bayesian Procedures " [pdf]
  • "Chapter 5: Monte Carlo Methods " [pdf]
  • "Chapter 6: Advanced Decision Theory " [pdf]

    Slides

  • "Chapter 4 Slides: Evaluating Bayesian Procedures " [pdf]
  • "Chapter 5 Slides: Monte Carlo Methods " [pdf]
  • "Chapter 6 Slides: Advanced Decision Theory " [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]

    Papers to Read

  • "When Did Bayesian Inference Become Bayesian? (Fienberg, 2007) " [pdf]
  • "Approximate Bayesian Computational methods (Marin et. al, 2012) " [pdf]
  • "Testing allele homogeneity: the problem of nested hypotheses (Izbiki et. al, 2012) " [pdf]
  • " Philosophy and the practice of Bayesian statistics (Gelman and Shalizi, 2012) " [pdf]

    Announcements

    Wednesday, March 6
    The syllabus for mini 2 has been posted. The notes for Ch 4 (continuing from mini 1) will be posted soon.

    Sunday, March 17
    The notes for Chapter 4 has been posted (slides will be posted before class on Tuesday).

    Monday, March 18
    A prelim version of the slides are up. We do have class this week by the way!

    Tuesday, March 19, 12:21 pm
    HW 1 and it's due date are posted along with the code that goes with it (tumor.txt). You can start working on it as we have covered enough. You may need to refer back to material from last mini.

    Tuesday, March 26, 12:21 pm
    Rafael taught last Thursday's class since I was out. He provided handouts, which I have included into the appendix of the notes and slides. The paper he presented has been posted on the website. Regarding today's class, we wrapped up Chapter 4 focusing on Bayesian p-values and the importance of model checking. We discussed a paper by Andrew Gelman and Cosma Shalizi on model checking (see the webpage for the posting). I provided a handout to go with this, so email me if you weren't in class. We will start MCMC on Tuesday!

    Wednesday, March 27, 5:55 pm
    Ch 5 notes and slides are up. Note: the notes will change for this chapter, esp. in the diagnostic section and I will be adding in as many examples as I have time to add. So look for many updates. See the appendix for an application using JAGS and WinBUGS. I will post a new homework by Thursday or Friday this week. This is the most important chapter to come to class for if you're not familiar with this material as I will be covering some of the notes and supplementing with material not in the notes.

    Monday, April 1, 11:26 pm
    Ch 5 notes and slides have just been updated from 5.2 onward. See you tomorrow! Will post HW 2 once we cover more material tomorrow.

    Tuesday, April 2, 8:43 pm
    HW 2 has been posted -- please see the notes on a missing data example that we will cover in class on Thursday for this homework. You can go ahead and start working on it. HW 1 solutions have been posted.

    Wednesday, April 3, 5:54 pm
    Notes and slides have been updated for Ch 5. The section on diagnostics has been updated and the applied PLA2 example.

    Monday, April 22, 11:49 pm
    Notes and slides have been updated for Ch 5 -- there is new material on Metropolis Hastings. (Reminder: The exam is due Friday at 5 pm to me via email). We will have class this week and next. There will be a take home exam during finals week, which I will say more about next week.

    Thursday, April 24, 12:02 am
    Notes and slides have been updated for Ch 5 -- there is new material on Metropolis Hastings and Gibbs (with an example).

    Thursday, April 24, 12:36 pm (post two!)
    Notes and slides have been updated for Ch 5 --I have updated the figures missing from class today on the temporal example on Metropolis and Gibbs. Next week: More advanced MCMC. Reminder: Exam due Friday at 5 pm.