STA602
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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