Statistics 5444: BAYESIAN STATISTICS

Course Schedule

Course Schedule


Date Readings Topic of Class
Aug 23
Hoff Chapter 1
Introduction/History.
23
 
Introduction to Bayesian Statistics
25
When did Bayesian inference become Bayesian: Fienberg
What is probability?; Confidence Intervals and their correct interpretation.
27
 
HW 0 Out (Due Friday Sept. 3) LaTeX
4
 
Beta-Binomial Simulation
Sept. 6
Chapter 3 Hoff 
Transformations HW 1 Out (Due Sept. 20) HW 1 Supplement .tex
8

The Normal Posterior. Flat Priors and beyond

 
Predictive distributions: normal case.

 
HW 2 Out .texDue Monday, Oct. 4

None 
Coverage verses Confidence
28
Could Fisher, Jeffreys and Neyman Have Agreed?

 
Begin MCMC (Metropolis-Hastings & Gibbs)

 
HW 3 Out .texDue Monday, Oct. 18

 
Gelfand and Smith

 
Metropolis Hasting truncated normal proposal notes


 
Code from class example Fix the precision update.


 
The Precision Matrix and Conditional Independence

 
Wishart Distributions, Covariance Estimation, Random Effect Models.

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

BASP Statement on P-Values

ASA Statement on P-Values

 
HW 4 Out .tex Rat Data Due Nov. 16

 
P-Values: interval testing and incoherence
p-val paper
Nov. 28
Homework 6
HW 5 Out-- Due @ Final Exam (Dec. 15 by Midnight). .tex
Nov. 28
HW6 Regression Data
Model1_5444 Model2_5444 Model3_5444

 
The Bayesian Lasso
Bayes Lasso Paper

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