Bayesian statistical modeling and data analysis
Spring 2025
Schedule
| Week | Date | Topic | Reading | Notes | Assignment |
|---|---|---|---|---|---|
| 1 | Wed Jan 08 | lab: welcome | 💻 | hello R | |
| Fri Jan 10 | intro, history, notation | Ch. 2 | hw 0 | ||
| 2 | Mon Jan 13 | lab: MLE | 💻 | ||
| Wed Jan 15 | probability, exchangeability | Ch. 2 | 🗒 📝 | hw 1 | |
| Fri Jan 17 | beta-binomial model | Ch. 3 | 🗒 📝 | ||
| 3 | Mon Jan 20 | NO CLASS | |||
| Wed Jan 22 | Poisson-gamma model, exp families | Ch. 3 | 🗒 📝 | hw 2 | |
| Fri Jan 24 | reliability (conf. intervals, hpd, Laplace approx.) | Ch. 3 | 🗒 📝 | ||
| 4 | Mon Jan 27 | lab: exp. families and transformations | 💻 | ||
| Wed Jan 29 | intro to Monte Carlo | 📖 | 🗒 📝 | hw 3 | |
| Fri Jan 31 | predictive checks and MC error | Ch. 4 | 🗒 📝 | ||
| 5 | Mon Feb 03 | lab: mixture densities | 💻 | ||
| Wed Feb 05 | the normal model | Ch. 5 | 🗒📝 | hw 4 | |
| Fri Feb 07 | estimators | Ch. 5 | 🗒📝 | ||
| 6 | Mon Feb 10 | lab: normal data & estimators | 💻 | ||
| Wed Feb 12 | priors | 🗒📝 | |||
| Fri Feb 14 | review | ||||
| 7 | Mon Feb 17 | Jeffreys prior; exam review | 💻 | ||
| Wed Feb 19 | Exam I | ||||
| Fri Feb 21 | Metropolis algorithm | Ch. 10 | 🗒 | ||
| 8 | Mon Feb 24 | lab: Metropolis algo. | 💻 | ||
| Wed Feb 26 | MCMC diagnostics | Ch. 6, 10 | 🗒📝 | hw 5 | |
| Fri Feb 28 | Gibbs sampling | Ch. 6 | 🗒 | ||
| 9 | Mon Mar 03 | lab: MCMC and conf. bands | 💻 | ||
| Wed Mar 05 | multivariate normal | Ch. 6 | 🗒 | hw 6 | |
| Fri Mar 07 | Bayesian regression | Ch. 7, background | 🗒📝 | ||
| 10 | Mon Mar 10 | NO CLASS | |||
| Wed Mar 12 | NO CLASS | ||||
| Fri Mar 14 | NO CLASS | ||||
| 11 | Mon Mar 17 | lab: rstanarm | 💻 | ||
| Wed Mar 19 | hierarchical modeling | Ch. 8 | 🗒📝 | hw 7 | |
| Fri Mar 21 | model averaging | Ch. 9 sec. 3 | 🗒 | ||
| 12 | Mon Mar 24 | lab: probit regression | 💻 | ||
| Wed Mar 26 | mixed effects models | Ch. 11 | 📝.R | ||
| Fri Mar 28 | review | ||||
| 13 | Mon Mar 31 | lab: exam review | |||
| Wed Apr 02 | Exam II | ||||
| Fri Apr 04 | Hamiltonian Monte Carlo | 📖 | 🗒 | ||
| 14 | Mon Apr 07 | lab: inverse problem | 💻 | hw 8 | |
| Wed Apr 09 | Bayesian inverse problems | 📖 | 🗒 | ||
| Fri Apr 11 | missing data | Ch. 7 | 📝.R | ||
| 15 | Mon Apr 14 | lab: office hours / final review | |||
| Wed Apr 16 | practice for final |