STAT 535 (Introduction to Bayesian Data Analysis)

Spring 2014


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
Phone: 777-5346

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).

Current Textbook:

Gill, Jeff. Bayesian Methods: A Social and Behavioral Sciences Approach, Second Edition. Chapman & Hall/CRC Press, 2007.

Course Outline:

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

    Graded Assignments

    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


    Homework Solutions

    Data Sets

    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


    Exam Solutions