STAT 599A (Bayesian Statistics)

Spring 2011

Instructor

David Hitchcock, assistant professor of statistics

Syllabus

Syllabus: (Word document) or (pdf document)

Office Hours -- Spring 2011

Mon 1:00 p.m.-2:00 p.m., Tues 11:00-11:55 a.m., Wed 1:00 p.m.- 2:00 p.m., Thu 11:00-11:55 a.m., Fri 10:30-11:30 a.m., or please feel free to make an appointment to see me at other times.

Office: 209A LeConte College
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu

Class Meeting Time

Tues-Thurs 9:30 a.m. - 10:45 a.m., Davis 216

Prerequisites:

STAT/MATH 511 and STAT 515 or equivalent.

Current Textbook (Recommended, not Required for Spring 2011):

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 in-class exams, plus a final exam. Occasional homework assignments.

    Computing Tips and Examples: R

    Computing Tips and Examples: WinBUGS

    Homework

    Homework Solutions

    Data Sets

    Information about Project

    Information about the Project for Spring 2011: (Word document) or (pdf document)

    Review Sheets for Exams

    Formula Sheets for Exams

    Exams