Graded Assignments

Lecture Slides from Class:

• The Bayesian Approach, Basic Probability, Bayes' Law (January 9, 2012 lecture)

• Bayes' Law, Posterior Distribution, Bayesian Framework (January 11, 2012 lecture)

• Bayesian Posterior Intervals (Equal-tail and HPD) (January 18, 2012 lecture)

• HPD Interval Examples, Conjugate Priors and Conjugate Derivation Examples (January 23, 2012 lecture)

• Bayesian Learning, Normal Model (mean unknown, variance known) (January 25, 2012 lecture)

• Normal Model: 3 Cases (mean unknown, variance known; mean known, variance unknown; mean and variance unknown) (January 30, 2012 lecture)

• Examples of Bayesian Analysis of Normal Data, Multivariate Normal Model, Analysis of Normal Data using Vague Priors (February 1, 2012 lecture)

• R Examples with Normal Data, Bayesian Linear Regression with Noninformative priors (February 6, 2012 lecture)

• R Example: Linear Regression with Noninformative Priors, Bayesian Linear Regression with Conjugate priors, Example with Conjugate Priors (February 8, 2012 lecture) (slides corrected 2/29)

• Bayesian Model Selection, Posterior Predictive Distribution in Regression (February 13, 2012 lecture)

• Conjugate Priors, Exponential Family, Uniform Priors (February 20, 2012 lecture)

• Jeffreys (and other noninformative) Priors, Power Priors, Prior Elicitation (February 22, 2012 lecture)

• Aside about Overfitting, Spike-and-Slab Priors, Monte Carlo Method (February 27, 2012 lecture)

• Monte Carlo Method Example, Markov chains and MCMC, Gibbs Sampling with examples (February 29, 2012 lecture)

• More Gibbs Sampling examples (in R and in WinBUGS) (March 12, 2012 lecture)

• Metropolis-Hastings Sampling (including an example) (March 14, 2012 lecture)

• Checking Model Adequacy and Prior Sensitivity (March 19, 2012 lecture)

• Posterior Predictive Distribution (including examples) (March 26, 2012 lecture)

• Bayesian Prediction Intervals in Regression, Bayesian Hypothesis Testing introduction (March 30, 2012 lecture)

• The Bayes Factor, A Test for Comparing Two Population Means (April 2, 2012 lecture)

• Issues with Bayes Factor, Bayesian Information Criterion, Introduction to Hierarchical Bayes (April 4, 2012 lecture)

• Hierarchical Bayes Examples, Exchangeability, Hierarchical Model for Data from Several Groups (April 9, 2012 lecture)

• Example of Analyzing Data from Several Groups, Shrinkage and Bayesian Estimation (April 11, 2012 lecture)

• Empirical Bayes Estimation, Comparison of Hierarchical vs. Empirical Bayes (April 16, 2012 lecture)

• Bayesian Probit Regression (Binary and Ordinal Responses) (April 18, 2012 lecture)

• Bayesian Logistic Regression (Binary Response) (April 23, 2012 lecture)

Computing Tips and Examples: R

• Instructions for Downloading R

• R Examples: Chapter 2

• R Examples: Chapter 3

• R Examples: Chapter 4

• R Examples: Chapter 5

• R Examples: Chapter 6(a)

• R Examples: Chapter 6(b)

• Helpful R Code for Gibbs sampling problem in Homework 5

• Helpful R Code for Metropolis-Hastings problem in Homework 5

• R Examples: Chapter 7

• R Examples: Chapter 10

• Comparison of Hierarchical Bayes vs. Empirical Bayes for Italian Marriage data

• R Examples: Ordered (and Binary) Probit Regression

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

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

• WinBUGS Example Code: Monkey eye data

• WinBUGS Example Code: Kenya lead concentration data

• WinBUGS Example Code: Economic Indicators data

• WinBUGS Example Code: Italian Marriage data

• WinBUGS Example Code: Senility data

Homework

• STAT 535 Homework 1, Spring 2012 (due Thursday, January 26 by 4:00 p.m.)

• STAT 535 Homework 2, Spring 2012 (due Thursday, February 9 by 4:00 p.m.)

• STAT 535 Homework 3, Spring 2012 (due Tuesday, February 28 by 4:00 p.m.)

• STAT 535 Homework 4, Spring 2012 (due Wednesday, March 14 by 4:00 p.m.)

• STAT 535 Homework 5, Spring 2012 (due Thursday, April 5 by 4:00 p.m.)

• STAT 535 Homework 6, Spring 2012 (due Thursday, April 19 by 4:00 p.m.)

Homework Solutions

• Example R Code to get Solutions to HW 2

• HW 2, Problem 2 Solution

• Example R Code to get Solutions to HW 3

• Example R Code to get Solutions to HW 4

• HW 4, Problems 1-3 Solution

• Example R Code to get Solutions to HW 5

Data Sets

• Automobile Data (Large Data Set)

• Sparrow Data

• 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)

• Racquet Data (for Final Exam)

• Training/Improvement Data (for Final Exam)

Information about Final Exam

Information about Project

Review Sheets for Exams

• Test 1 Review Sheet, Spring 2012

• Test 2 Review Sheet, Spring 2012

Formula Sheets for Exams

• Test 1 Formula Sheet, Spring 2012 (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!)

Exams

• Exam 1: February 15
• Exam 2: March 21
• Final Exam: Take home exam, due April 27