STAT 535 (Introduction to Bayesian Data Analysis)
David Hitchcock, associate professor of statistics
Syllabus: (Word document) or (pdf document)
Office Hours -- Spring 2014
MWF 1:00-2:00 p.m., Thursday 9:40-10:40 a.m. or please feel free to make an appointment to see me at other times.
Office: 209A LeConte College
Class Meeting Time
Mon-Wed, 2:20 pm - 3:35 pm, Williams-Brice Nursing Building, Room 409, Studio 7 or via distance by streaming video
Instructions for Accessing Lectures Online
If you haven't already done so, log into this course in Blackboard. Then check the My Announcements section within the home page for this course in Blackboard.
The details for viewing the lectures either live/recorded through Adobe Connect, or recorded via streaming video, are listed there. If you have other questions, please email me directly.
STAT/MATH 511 and STAT 515 or equivalent, or STAT 582(=CSCE 582).
Gill, Jeff. Bayesian Methods: A Social and Behavioral Sciences Approach, Second Edition. Chapman & Hall/CRC Press, 2007.
Topics covered include: Principles of Bayesian statistics; one- and two-sample Bayesian models; Bayesian linear and generalized linear models; Monte Carlo approaches to model fitting; Prior elicitation; Hypothesis testing and model selection; Complex error structures, hierarchical models; Statistical packages such as BUGS/WinBugs, R, or SAS.
Learning Objectives: By the end of the term successful students should be able to do the following:
Understand the philosophy of Bayesian statistical modeling
Understand Bayesian models for numerous common data analysis situations, including prior elicitation
Use software such as R, BUGS, or SAS to implement Bayesian analyses
Understand basic principles of both conjugate analyses and MCMC-based Bayesian analyses
Two exams, plus a final exam. Occasional homework assignments.
Lecture Slides from Class:
If you did not attend the corresponding lecture live, PLEASE watch the recording online before you read these notes.
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).
Computing Tips and Examples: R
Computing Tips and Examples: WinBUGS
- WinBUGS Home Page with instructions for downloading WinBUGS, installing the patch for version 1.4.3, and downloading the key for unrestricted use
Taking Midterm Exams at Other Sites
Information about Final Exam
STAT 535 Final Exam for Spring 2014 (due ON OR BEFORE FRIDAY, MAY 2 at 3:00 P.M.): (Word document) or (pdf document)
Information about Project
Information about the Project for Spring 2014: (Word document) or (pdf document)
Review Sheets for Exams
Formula Sheets for Exams
PLEASE BRING A PENCIL AND CALCULATOR TO THE EXAM!
- Exam 1: Wednesday, February 19
- Exam 2: Wednesday, March 26
- Final Exam: Due Friday, May 2 by 3:00 p.m.