PubH 8442 Bayes Decision Theory and Data Analysis- Spring 2025

Syllabus and Course Information (2025)

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Instructor:	Eric Lock	elock@umn.edu
Teaching Assistant:	Souradipto Ghosh Dastidar	ghosh189@umn.edu

Class time: Mon/Wed, 9:45am-11am in Health Sciences Ed Ctr 2-101AB.

Office hours for Eric Lock: Mondays 1pm-2pm (UOP 238 and Zoom link in Canvas under "Pages")

Office hours for Souradipto Ghosh Dastidar: Fridays 2-3pm (UOP 2-274 and Zoom link on Canvas under "Pages")

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Class feed:

1/22.	Slides: Course introduction; Bayes' rule and Bayesian probability (2021 markup) ;
	Optional Reading: Carlin & Louis, Chap 1; NY Times Bayesian article ; Nature: tutorial on Bayesian modeling

1/27.	Slides: Prior and posterior (2021 markup) ; Pancake problem
	Optional Reading: Carlin & Louis, Sec 2.1 & 2.2;Monty Hall problem

HOMEWORK 1: Due Wed, Feb 5th (solutions)

1/29.	Slides: More on priors (2021 markup)
	Optional Reading: Carlin & Louis, Sec 2.2 , 2.3.1, discussion on Jeffrey's priors

2/3.	Slides: Estimation and decision theory (markup)
	Optional Reading: Carlin & Louis, Sec B.2

2/5.	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

HOMEWORK 2: Due Monday, Feb 17th (solutions)

2/10.	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

2/12.	Slides: Decisions and hypothesis testing (2021 markup)
	Optional Reading: Carlin & Louis, Sec B.3 and 2.3.3

2/17.	Slides: More on decisions and hypotheses (2021 markup)
	Optional Reading: Non-local prior densities in Bayesian hypothesis tests, by Johnson and Rossell, 2010

2/19.	Slides: Model Comparison (2021 markup)
	Optional Reading: Bayes Factors, by Kass and Raftery, 1995

HOMEWORK 3: Due Friday, February 28th (solutions)

2/24.	Slides: Model assessment (2021 markup)
	Optional Reading: Carlin & Louis, Sec 2.5 and 4.6.2

2/26.	Slides: Hierarchical Models (2021 markup)
	Optional Reading: Carlin & Louis, Sec 2.5 and 4.6.2

3/3.	Slides: The Normal-Gamma Model (2021 markup) ; 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

HOMEWORK 4: Due Monday March 17th. (solutions)

3/5.	Slides: More on linear models (2025 markup)
	Optional reading: Lindley and Smith - Bayes estimates of the linear model

Notes on midterm
Sample midterm and (solutions)

3/17.	Slides: Empirical Bayes Approaches (2021 markup)
	Optional Reading: Carlin & Louis 5.1, 5.2, 5.3.

3/19.

Midterm: Midterm (solutions)

3/24.	*No office hours today* Slides: Asymptotic Posterior Approximation (2021 markup );
	Optional Reading: Carlin & Louis 3.1, 3.2

3/26.

*No class*

*Class over Zoom on 3/31 and 4/2*

3/31.	Direct Sampling; Importance Sampling
	Optional Reading: Carlin & Louis 3.3.1

Final Project : Due Wednesday, May 7th (presentations April 30th and May 5th