STAT 535 (Introduction to Bayesian Data Analysis)

Spring 2022

Instructor

David Hitchcock, associate professor of statistics

Syllabus

Syllabus: (pdf document)

Office Hours -- Spring 2022

Mon-Tues-Wed-Fri 10:45-11:45 a.m., or please feel free to make an appointment to see me at other times.

Office: 4010G Carolina Coliseum 209A LeConte College
Phone: 777-5346
E-mail: hitchcock@stat.sc.edu

Class Meeting Time

MWF 9:40 am-10:30 am, Carolina Coliseum 2006 (COL 2006) or via distance by Blackboard Collaborate Ultra

Prerequisites:

STAT/MATH 511 and STAT 515 or equivalent, or STAT 582(=CSCE 582).

Current Textbook:

Bayes Rules! An Introduction to Applied Bayesian Modeling, by Alicia A. Johnson, Miles Q. Ott, Mine Dogucu. CRC Press, 2022.
Online version available at: https://www.bayesrulesbook.com
Other Resource (not required): Kruschke, John K. Doing Bayesian Data Analysis, Second Edition. Academic Press, 2015.

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:

    Computing Tips and Examples: R

    R Examples from Previous Book (not needed for Spring 2022)

    Homework

    Homework Solutions

    Data Sets

    Taking Midterm Exams at Other Sites

    Information about Final Exam

    Information about Project

    Information about the Project for Spring 2022: (pdf document)

    Review Sheets for Exams

    Formula Sheets for Exams

    Exam Solutions

    Exams