Statistics 5444: BAYESIAN STATISTICS

Course Schedule

Course Schedule


Date Readings Topic of Class
Aug 26
Hoff Chapter 1
Introduction/History.
26
 
Introduction to Bayesian Statistics
Aug 30
When did Bayesian inference become Bayesian: Fienberg
What is probability?; Confidence Intervals and their correct interpretation.
30
 
HW 0 Out (Due Friday Sept. 6) LaTeX
Sept 4
 
Beta-Binomial Simulation
Sept. 6
Chapter 3 Hoff 
Transformations HW 1 Out (Due Sept. 20) HW 1 Supplement .tex


The Normal Posterior. Flat Priors, Scale Invariance, and Beyond
Sept. 27
 
Predictive distributions: normal and poisson cases.

 
HW 2 Out .texDue Monday, Oct. 7

None 
Coverage verses Confidence
Oct. 2
Could Fisher, Jeffreys and Neyman Have Agreed?

 
Begin MCMC (Metropolis-Hastings & Gibbs)

 
HW 3 Out .texDue Wednesday, Oct. 23 (Reminder: Midterm Oct 25)

 
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.

 
HW 4 Out .tex Rat Data Due Dec. 2

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

BASP Statement on P-Values

ASA Statement on P-Values

 
HW 5 Out LATEXDue December 19 by 5pm (Reminder: Final Exam Dec. 13 @ 7:45-9:45am)
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------ TENTATIVE-- DATES Below will be updated-----
Xtra Credit
 
Behrens Fisher Example CodeBehrens Fisher Extra Credit Assinment (Due at Final Exam)
Nov. 17
Homework 5
HW 5 Out-- Due @ Final Exam (Dec. 13 by Midnight). .tex
Nov. 17
HW5 Regression Data
Model1_5444 Model2_5444 Model3_5444
Nov. 27
 
The Bayesian Lasso
Bayes Lasso Paper
Dec. 4
 
Empirical Bayes and Stein Estimation
Empirical Bayes Paper
Dec. 6
 
Final Day of Classes

Upcoming Conferences

Statistics Jobs

Statistics Organizations