Statistics 5444: BAYESIAN STATISTICS

Course Schedule

Course Schedule


Date Readings Topic of Class
Aug 20
Hoff Chapter 1
Introduction/History.
20
When did Bayesian inference become Bayesian: Fienberg
What is probability?; Confidence Intervals and their senseless interpretation.
20
 
HW 0 Out (Due Monday Aug. 27th) LaTeX
21
 
Introduction to Bayesian Statistics
21
 
Beta-Binomial Simulation

None 
Coverage verses Confidence

None 
The Normal Posterior.


The Normal Posterior. Flat Priors and beyond
Sept. 1
Chapter 3 Hoff 
Transformations HW 1 Out (Due Sept. 14) HW 1 Supplement .tex

 
Predictive distributions: normal case.

 
Credible intervals and the MAP estimator.

 
Poisson posterior under the Gamma prior.

 
Poisson predictive distribution.

 
Announcement: Midterm on Oct. 29

 
HW 2 Out .texDue Oct 1

Announcement:
No Class on Wed Oct 10.

 
The Precision Matrix and Conditional Independence

 
Wishart Distributions, Covariance Estimation, Random Effect Models.
13
 
Gibbs Sampling
16
 
HW 3 Out -- Due Oct. 22.tex

18
 
Jeffreys' Prior

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

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

 
Bayes Factors, Hypothesis testing, and p-valuesHW 4 Out -- Due Nov. 19 .tex


 
Metropolis HastingsHW 5 Out -- Due: Final Exam Session. truncated normal proposal notes

Dec. 3
 
HW 6 Out-- Due @ Final Exam (Dec. 13 @ 10AM).

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