PubH 8442 Bayes Decision Theory and Data Analysis- Spring 2024
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Syllabus and Course Information
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Instructor: |
Eric Lock |
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Teaching Assistant: |
Jiuzhou Wang |
Class time: Mon/Wed, 9:45am-11am in Mayo 1250
Office hours for Eric Lock: Mondays 1pm-2pm (UOP 238)
Office hours for Jiuzhou Wang: Thursdays 4:30-5:30pm over Zoom
Class feed:
| 1/17. | Slides: Course introduction; Bayes' rule and Bayesian probability (2021 markup) ; Pancake problem |
| Optional Reading: Carlin & Louis, Chap 1; NY Times Bayesian article ; Nature: tutorial on Bayesian modeling |
| 1/22. | Slides: Prior and posterior (2021 markup) |
| Optional Reading: Carlin & Louis, Sec 2.1 & 2.2; Monty Hall problem |
| 1/24. | Slides: More on priors (2021 markup) |
| Optional Reading: Carlin & Louis, Sec 2.2 , 2.3.1, discussion on Jeffrey's priors |
| 1/29. | Slides: Estimation and decision theory (markup) |
| Optional Reading: Carlin & Louis, Sec B.2 |
| 1/31. | Slides: The Bias-Variance Tradeoff (2021 markup) |
| Optional Reading: Carlin & Louis, 2.3.2 Sec 4.3.2 of Berger: Statistical Decion Theory and Bayesian Analysis |
| 2/5. | Slides: Interval Estimation (2021 markup 1) (2021 markup 2) |
| Optional Reading: Carlin & Louis, 2.3.2 Sec 4.3.2 of Berger: Statistical Decion Theory and Bayesian Analysis Sec 5.5.3 of Robert: The Bayesian Choice |
| 2/7. | Slides: Decisions and hypothesis testing (2021 markup) |
| Optional Reading: Carlin & Louis, Sec B.3 and 2.3.3 |
| 2/12. | Slides: More on decisions and hypotheses (2021 markup) |
| Optional Reading: Non-local prior densities in Bayesian hypothesis tests, by Johnson and Rossell, 2010 |
| 2/14. | Slides: Model Comparison (2021 markup) |
| Optional Reading: Bayes Factors, by Kass and Raftery, 1995 |
| 2/19. | Slides: Model comparison (continued from above) |
| Optional Reading: Bayes Factors, by Kass and Raftery, 1995 |
| 2/21. | Slides: Model assessment (2021 markup) , Hierarchical Models (2021 markup) |
| Optional Reading: Carlin & Louis, Sec 2.5 and 4.6.2 |
| 2/26. | Slides: The Normal-Gamma Model (2021 markup) |
| 2/28. | Slides: Bayesian Linear Models (2021 markup) |
| Optional Reading: Carlin and Louis 4.1 See these notes for full derivations of the normal-gamma and Bayesian LM |
| 3/11. | Slides: More on linear models (2021 markup) |
| Optional reading: Lindley and Smith - Bayes estimates of the linear model |
| 3/13. | Slides: Empirical Bayes Approaches (2021 markup) ; Asymptotic Posterior Approximation (2021 markup ) |
| Optional Reading: Carlin & Louis 5.1, 5.2, 5.3. |
| 3/18. | Midterm (solutions) |
| 3/20. | Slides: Direct Sampling (2021 markup) |
| Optional Reading: Carlin & Louis 3.1, 3.2, 3.3.1 |
| 3/25. | Importance Sampling (2021 markup) |
| Optional Reading: Carlin & Louis 3.3.2. |
| Homework 5 (Due Wed 4/3) (solutions) |
| 3/27. | Rejection Sampling (2021 markup); Metropolis-Hastings Sampling (2021 markup) |
| Optional Reading: Carlin & Louis 3.3.2. |
| 4/1. | Slides: Gibbs Sampling (2021 markup) |
| Optional Reading: See Casella & George 1992 for additional details on Gibbs sampling. Carlin & Louis 3.3.1, 3.3.2. |
| 4/3. | Slides: More on MCMC (2021 markup) |
| Optional Reading: Optional Reading: Carlin & Louis 3.4.5, 3.4.6. |
| 4/8. | Slides: Bayesian estimation software |
| See this article for a good introduction to WinBUGS See this zip file for more resources and example code for BUGS, JAGS, and running these programs through R. (Credit: Carrie Groth) |
| Homework 6 (Due Monday 4/15) |
| 4/10. | Slides: Deviance Information Criterion (2021 markup) |
| Optional Reading: Carlin & Louis 4.6 |
| 4/14. | Slides: Bayesian Model Averaging |
| Optional Reading: this tutorial by Hoeting et al. |
| 4/16. | Slides: Mixture Models ; More on Posterior Computation |
| Optional Reading: See several references linked in the slides. |