| Instructor: |
Surya T Tokdar Assistant Professor, Department of Statistical Science 219A Old Chem Bldg, (919) 684 2152, tokdar AT stat.duke.edu WTh 2:45-3:45 PM or By Appointment |
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| TA: |
David McClure 211A Old Chem Bldg SECC help hours schedule |
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| Books: |
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| Logistics: | Read syllabus. Download and install R. Find grades on Blackboard. |
| Date | Topics | Reading | Handouts | Supplements | Tasks |
| 01/13 | Describing data Statistical modeling |
B&D Ch 1.1 | DscrbData.pdf | Quiz @ Bb | |
| 01/18 | Maximum likelihood Bayesian Methods |
B&D Ch 1.2, 2.2 | MaxLikeBayes.pdf | HW 1 (Soln) | |
| 01/20 | ML Procedures for Exponential Family |
B&D Ch 1.6 | MLprocExFam.pdf | pdfs/pmfs | |
| 01/25 | Bayes Procedures: Conjugacy, Laplace approximation |
B&D Ch 1.2 | BayesProc.pdf | ||
| 01/27 | Classical Statistics Frequentist Formulation |
B&D Ch 4.4, 2.1, 2.2 | Classic.pdf | ||
| 02/01-03 | Sampling Theory: Normal Models |
B&D Ch 4.4, 6.1 | ClassGauss.pdf MultGaussTest.pdf Multivariate Normal |
chick.txt (data file) ChickWt.r (R code) |
HW 2 (Soln) |
| 02/08 | ML Sampling Theory via Asymptotic Normality |
B&D Ch 5.3, 5.4 | MLnonGauss.pdf | ||
| 02/10 | ML tests for non-Gaussian models |
B&D Ch 4.1-3, 4.9, 5.4, 6.1-5 | LRTNonGauss.pdf |
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| 02/15-17 | CLassical Statistics beyond ML Building Procedures |
GenClass.pdf BuildProc.pdf |
HW 3 (Soln) | ||
| 02/22-24 | Study designs & Comparing procedures |
DesnOptim.pdf |
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| 02/29 | Midterm | Problem set | Solutions | ||
| 03/14-21 | Linear Gaussian with Bayes Choice of prior |
LinGaussBayes.pdf Priors.pdf |
HW 4 (due 04/04) | ||
| 03/23 | Prediction | Pred.pdf | |||
| 03/28 | Bayes testing | BayesTesting.pdf | |||
| 04/04-06 | Foundations Likelihood Principle |
Berger Ch 1.6 Berger & Wolpert Ch 2,3 |
Princ.pdf | Google book link Project Euclid link |
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| 04/11-13 | Mixture extension & Bayesian analysis |
mixmod.pdf | Finite mix code DP mix code | Final'11(Not due) Soln |
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| 04/30 | Final Exam | Problem set | Solutions |