APPM 4720/5720, Bayesian Statistics, Spring 2018

Announcements

• 5/9: Solutions to HW 4 are now posted below.
• 5/8: Solutions to review problems are here.
• 5/4: Final Exam Review Problems are here. (I may post a couple more on Saturday.)
• 3/21: Project time! You can work alone or with a partner. Here are some suggestions.
  Projects are due on or before Friday, April 27th.
• 3/21: The Shotosaur: Here and here.
• 3/20: Any Game of Thrones Fans out there? Click here.
• 3/19: Robert's paper on the Jeffreys-Lindley Paradox
• 3/12: Reference Priors Proof and More
• 3/7: Problem Set Three is now posted!
• 2/28: Behold the new notes section! (I have temporarily given up on the full compilation
  as I am having too hard of a time letting go of my instinct to explain too many prereqs
  and am writing a ridiculously long compendium.  For now, I am posting notes corresponding to specific lectures.)
• 2/26: Kass and Raftery's article about Bayes factors
• 2/26: The take home part of Exam 1 (for 5720 students only) is now here!
• 2/19: Solutions to the review problems are here.
• 2/16: Review problems for Exam 1 are here.
• 2/16: Did you ever want to integrate with respect to a matrix? If so, click here!
• 2/2: The current iteration (in progress!) of the diFentti document is here. I decided to write up all of the exchangeability and Riemann-Stiltjes integral stuff that is needed so that the document can stand on it's own. It is getting longer than expected and therefore taking longer than expected-- hence the phrase "current iteration"!
• 1/31: Problem Set Two is now online! (See below.)
• 1/19: Problem Set One is now posted below. (See HW section.)
• 1/17:
  • Here is the syllabus.
  • Some interesting reading about the Bayesian versus Frequentist "controversy": Efron, Gelman, Vallverdu

Quick Links

• Course Information
  • Lecture Times and Locations
  • Office Hours
• Notes
• Homework
• Exams
• Projects
• Policies

Course Information

Text:Bayesian Data Analysis (any ed.) , by by A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson, A. Vehtari, and D.B. Rubin , CRC Press.

Lecture Times and Location

Office Hours

Notes

• 2/23/2018: Bayesian Credible Intervals
• 2/25/2018: Towards the Metropolis-Hastings-Algorithm (A Brief Primer on Markov Chains)
• 2/28/2018: The Metropolis-Hastings Algorithm
• 3/2/2018: Bayesian Hypothesis Testing: Bayes Factors
• 3/23/2018: Simple Bayesian Linear Regression

Homeworks

• Problem Set One, Solutions
• Problem Set Two , Solutions
• Problem Set Three, Solutions
• Problem Set Four, Solutions

Exams

• In class midterm, Friday, February 23rd
• Final, Wednesday May 9th 1:30-4pm in our usual classroom

Projects

• One "midterm project" assigned Monday March 12th due Friday April 6th.

Policies

• Disability Services
• Religious Observances
• Classroom Behavior
• Discrimination and Harassment
• Academic Honesty and Honor Code
• Final Examination Policy