Office: 209A LeConte College

Phone: 777-5346

E-mail: hitchcock@stat.sc.edu

__ Learning Objectives:__ By the end of the term successful students should be able to do the following:

During the lecture I go through the notes bit by bit and explain and expand on concepts.

These notes are posted after the lecture simply so that you don't have to copy every detail down,

but merely reading these notes is NOT a substitute for viewing the lectures (either live or recorded).

- The Bayesian Approach, Basic Probability, Bayes' Law (January 13, 2014 lecture)

- Bayes' Law, Posterior Distribution, Bayesian Framework (January 15, 2014 lecture)

- Bayesian Posterior Intervals (Equal-tail) with Examples (January 22, 2014 lecture)

- HPD Interval Examples, Conjugate Priors and Conjugate Derivation Example (Beta/Binomial) (January 27, 2014 lecture)

- Conjugate Derivation Examples (Beta/Binomial and Gamma/Poisson), Bayesian Learning, Normal Model (mean unknown, variance known) (February 3, 2014 lecture)

- Normal Model (mean known, variance unknown); Normal Model (mean and variance unknown); R Example with Normal Model (February 5, 2014 lecture)

- More R Examples with Normal Model; Multivariate Normal Model; Analysis of Normal Data using Vague Priors (February 10, 2014 lecture)

- Bayesian Linear Regression with Noninformative priors, R Example (February 17, 2014 lecture)

- Bayesian Linear Regression with Conjugate priors, R Example, Bayesian Model Selection (February 24, 2014 lecture)

- Bayesian Model Selection with another R Example, Posterior Predictive Distribution in Regression, Conjugate Priors, Exponential Family, Uniform Priors, Jeffreys Priors (February 26, 2014 lecture)

- Power Priors, Prior Elicitation, Spike-and-Slab Priors, Monte Carlo Method (March 3, 2014 lecture)

- Monte Carlo Method R Example, Markov chains and MCMC, Gibbs Sampling with examples (March 5, 2014 lecture)

- Gibbs Sampling Examples in R and WinBUGS, The Metropolis-Hastings Algorithm (March 17, 2014 lecture)

- Metropolis-Hastings Example in R, Model Adequacy and Prior Sensitivity (March 19, 2014 lecture)

- More about Prior Sensitivity, Posterior Predictive Distribution (including examples) (March 24, 2014 lecture)

- Posterior Predictive Distribution Example, Using Posterior Predictive Distribution in Regression, Bayesian Hypothesis Testing (One-sided Example) (March 31, 2014 lecture)

- Bayesian Hypothesis Testing (Two-sided Example), The Bayes Factor, A Test for Comparing Two Population Means (April 2, 2014 lecture)

- Another Example of a Test for Comparing Two Population Means, Issues with Bayes Factor, The Bayesian Information Criterion (April 7, 2014 lecture)

- Introduction to Hierarchical Bayes, Hierarchical Bayes Examples, Exchangeability, Hierarchical Model for Data from Several Groups (April 8, 2014 makeup lecture)

- Example of Analyzing Data from Several Groups, Shrinkage and Bayesian Estimation, Empirical Bayes Estimation (April 9, 2014 lecture)

- Empirical Bayes Estimation (with examples), Comparison of Hierarchical vs. Empirical Bayes (April 14, 2014 lecture)

- Bayesian Probit Regression (Multi-category Ordinal Response) (April 16, 2014 lecture)

- Bayesian Probit Regression (Binary Ordinal Response) and Introduction to Bayesian Logistic Regression (April 21, 2014 lecture)

- Example with Bayesian Logistic Regression and Extra Example with Bayesian Logistic Regression (April 23, 2014 lecture)

- Extra Example with Multinomial-Dirichlet model and More with Multinomial-Dirichlet model (April 28, 2014 lecture)

- WinBUGS Home Page with instructions for downloading WinBUGS, installing the patch for version 1.4.3, and downloading the key for unrestricted use

- WinBUGS detailed step-by-step instructions: (Word document) or (pdf document)

- STAT 535 Homework 1, Spring 2014 (due
~~Wednesday, January 29~~Thursday, January 30 by 4:00 p.m.)

- STAT 535 Homework 2, Spring 2014 (due
~~Thursday, February 13 by 4:00 p.m.~~Friday, February 14 by 2:00 p.m)

- STAT 535 Homework 3, Spring 2014 (due on or before Friday, March 7 by 1:00 p.m)

- STAT 535 Homework 4, Spring 2014 (due on or before Friday, March 21 by 1:00 p.m)

- STAT 535 Homework 5, Spring 2014 (due on or before Friday, April 11 by 2:00 p.m)

- STAT 535 Homework 6, Spring 2014 (due on or before Wednesday, April 23 by 5:00 p.m)

- Energy Bar Data Set (for Homework 3)

- California Rain Data Set (for Homework 3)

- Orange Data Set (for Homework 4)

- Cereal Data Set (for Homework 5)

- R Code to import Masters Golf Data (for Final Exam)

- R Code to import Prompt Data (for Final Exam)

- Test 1 Formula Sheet, Spring 2014 (You do NOT have to bring this to the test. A copy will be provided to you with your test. Please bring a calculator to the test!)

- Test 2 Formula Sheet, Spring 2014 (same as for Test 1) (You do NOT have to bring this to the test. A copy will be provided to you with your test. Please bring a calculator to the test!)

- Exam 1: Wednesday, February 19
- Exam 2: Wednesday, March 26
- Final Exam: Due Friday, May 2 by 3:00 p.m.