Graded Assignments

Lecture Slides from Class:

• 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)

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

• Extra R Examples: Multinomial Data

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

• WinBUGS Extra Example Code: Beetle data

• WinBUGS Extra Example Code: Warts, College Registration and Guessing data

Homework

• 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)

• Some Helpful R code for Problem 4 on Homework 4

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

• Helpful R Code for Gibbs sampling problem in Homework 5

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

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

Homework Solutions

• Some R code helpful for some of the solutions in HW 1

• Sketches of partial solutions for selected HW 1 problems

• Some R code helpful for some of the solutions in HW 2

• Sketches of solutions for selected HW 2 problems

• Some R code helpful for some of the solutions in HW 3

• Sketches of solutions for selected HW 4 problems

• Example R Code helpful for some of the solutions in HW 4

• Sketches of solutions for selected HW 5 problems

• Example R Code helpful for some of the solutions in HW 5

• Example R Code helpful for some of the solutions in HW 6

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)

Taking Midterm Exams at Other Sites

• List of Approved Testing Sites and Information about Scheduling Appointments

Information about Final Exam

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

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

Information about Project

Review Sheets for Exams

• Test 1 Review Sheet, Spring 2014

• Test 2 Review Sheet, Spring 2014

Formula Sheets for Exams

• 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 Solutions

• Example Solutions for Exam 1

• Example Solutions for Exam 2

Exams

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