Statistics 5444: BAYESIAN STATISTICS

Course Schedule

Course Schedule


Date Readings Topic of Class
Aug 26
Hoff Chapter 1
Introduction/History.
28
When did Bayesian inference become Bayesian: Fienberg
What is probability?; Confidence Intervals and their correct interpretation.
28
 
HW 0 Out (Due Monday Sept. 4) LaTeX
30
 
Introduction to Bayesian Statistics
4
 
Beta-Binomial Simulation
Sept. 6
Chapter 3 Hoff 
Transformations HW 1 Out (Due Sept. 18) HW 1 Supplement .tex

None 
The Normal Posterior.


The Normal Posterior. Flat Priors and beyond

None 
Coverage verses Confidence

 
Predictive distributions: normal case.

 
Poisson posterior under the Gamma prior.

 
HW 2 Out .texDue Oct 4

 
Poisson predictive distribution.

 
Announcement: Midterm on Nov. 4 (in class)

 
Jeffreys' Prior

 
Begin MCMC (Metropolis-Hastings & Gibbs)
Oct 14
 
Gibbs Sampling
Oct 14
 
HW 3 Out -- Due Oct. 25.tex


 
Metropolis Hasting truncated normal proposal notes


 
The Precision Matrix and Conditional Independence

 
Gelfand and Smith

 
Wishart Distributions, Covariance Estimation, Random Effect Models.

 
P-Values: interval testing and incoherence
p-val paper

 
HW 4 Out .tex Rat Data Due Nov. 15

 
Bayes Factors, Hypothesis testing, and p-valuesHW 5 Out -- Due Dec. 2 .tex

Xtra Credit
 
Behrens Fisher Example CodeBehrens Fisher Extra Credit Assinment (Due at Final Exam)
Dec. 5
Homework 6
HW 6 Out-- Due @ Final Exam (Dec. 16 @ 7:45AM). .tex
Dec. 5
HW6 Regression Data
Model1_5444 Model2_5444 Model3_5444

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