STAT6494: Advanced Topics Bayesian Statistics (Spring, 2008)

Course Syllabus

  • Syllabus(pdf)

    Announcements

  • NO CLASS on Mar 19.
  • Presentation on Mar 24 and Mar 26. Each one has 20 min to present about the paper.
  • Read two papers and make summary. And then hand to me until Mar 17.
  • Note 9a-Note 9c are now available.

    Course Materials

  • Week 1: Jan 14-18: Summary of Basic Bayesian Inference
    Note1(pdf), Note2(pdf)
  • Week 2: Jan 21-25: Model Selection and Diagonosis in Linear Model
    Note3(pdf), Note4(pdf)
  • Week 3: Jan 28-Feb 1: Large Sample Theory in Bayesian Statistics
    Note5(pdf),HandOut1(pdf)
  • Week 4: Feb 04-Feb 08: Bayesian Computing
    Note6(pdf), Note7(pdf)
  • Week 5: Feb 11-Feb 15: Bayesian Computing
  • Week 6: Feb 18-Feb 22: Model Selection and Diagonosis in Generalized Linear Model
    Note8a(pdf), Note8b(pdf), Note8c(pdf), Note8d(pdf),
  • Week 7: Feb 25 - Feb 29: Model Selection and Diagonosis in Generalized Linear Model
  • Week 8: Mar 03- Mar 08: Spring break
  • Week 9: Mar 10 - Mar 14: Random Effect model and Generalized Linear Mixed Model
    Note9a(pdf), Note9b(pdf), Note9c(pdf),Note9d(pdf),Note9e(pdf)
  • Week 10: Mar 17- Mar 21: Dirichlet distribution, Density Estimation, Dirichlet process
    Note10(pdf), Note 11(pdf)
  • Week 11: Mar 24- Mar 28: Other nonparametrics priors
    Note11(pdf), Note12(pdf)
  • Week 12: Mar 30- April 04: Review Dirichlet process, Density Estimation, and Polya Urn representation
    Note11(pdf), Note12(pdf)
  • Week 13: April 07- April 11: Nonparaetric Bayesian in linear random effect model and GLMM
    Note13(pdf)
  • Week 14: April 07- April 11: Briefly quick review other nonparametric priors in note 11. Nonparametric Bayesian in Survival analysis
  • Week 15: April 14- April 18: Nonparametruc Bayesian in Survival analysis
    Note14(pdf)
  • Week 16: April 21- April 25: Nonparametruc Bayesian in Splines model
    Note15(pdf)
  • Week 17: April 28- April 30: Nonparametruc Bayesian in Wavelet based modelling, Neural Networks
    Note15(pdf)

    • Reference paper

  • Week 1: Jan 14-18
    LocalUnif(pdf)
  • Week 2: Jan 21-25
    Prior Elicitation, Model Selection:(pdf),(pdf),(pdf),(pdf)
  • Week 3: Jan 28-Feb 1
    Laplace Method: (pdf),(pdf)
  • Week 4: Feb 4-Feb 9
  • Week 5: Feb 11-Feb 15
    Adaptive Rejection Sampling/Metropolis Sampling: (pdf),(pdf)
    Gibbs, MH: (pdf),(pdf)(pdf),(pdf)(pdf),(pdf)(pdf),(pdf)(pdf),(pdf)
    ProposalDist: (pdf)
    Convergence: (pdf)(pdf)

    • Lab Materials

  • Week 1: Jan 14-18

    • Homeworks and Solutions

  • HW1(due 02/08/08) (pdf) -Solution 1 : hand out
  • ExtraHW(due 03/17/08) Reading assignment and reporting summary of two papers
  • HW2(due 03/21/08) (pdf) -Solution 2 (pdf)
  • HW3(due 03/21/08) (pdf), (pdf) -Solution 3 (pdf)
  • HW4(due 04/04/08) (pdf)-Solution 4 (pdf)

    • Quiz and Solutions

  • Qz 1: Feb 29
  • Qz 2: April 07

    • Exam

  • Midterm exams: Mar 24 and Mar 26.
  • Final exam: it is to present your final project on May 03 (7:45am-9:45am).

    Other links