PubH 8442 Bayes Decision Theory and Data Analysis- Spring 2025
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Syllabus and Course Information (2025)
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Instructor: |
Eric Lock |
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Teaching Assistant: |
Souradipto Ghosh Dastidar |
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")
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 |
| 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 |
| 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 |
| 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 |
| 3/5. | Slides: More on linear models (2025 markup) |
| Optional reading: Lindley and Smith - Bayes estimates of the linear model |
| 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* |
| 3/31. | Direct Sampling (2021 markup); Importance Sampling |
| Optional Reading: Carlin & Louis 3.3.1 |
| Homework 5 (Due Wed 4/9) |
| 4/2. | Rejection Sampling (2021 markup) |
| Optional Reading: Carlin & Louis 3.3.2. |
| 4/7. | Slides: Metropolis-Hastings Sampling (2021 markup); Gibbs Sampling (2021 markup) |
| Optional Reading: See Casella & George 1992 for additional details on Gibbs sampling. Carlin & Louis 3.3.1, 3.3.2. |
| 4/9. | Slides: More on MCMC (2021 markup) |
| Optional Reading: Optional Reading: Carlin & Louis 3.4.5, 3.4.6. |
| 4/14. | Slides: Bayesian estimation software ; Deviance Information Criterion |
| 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 4/21) |
| 4/16. | Slides: Deviance Information Criterion |
| Optional Reading: Carlin & Louis 4.6 |
| 4/21. | Slides: Bayesian Model Averaging ; Mixture Models |
| Optional Reading: this tutorial by Hoeting et al.; Dirichlet Processes (Bayesian nonparametrics): this overview by David Dunson |
| 4/23. | Slides: More on Posterior Computation |
| Optional Reading: See several references linked in the slides. |