Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu MW 4:45-5:45 PM or by Appointment |
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Syllabus: |
Syllabus Revised Syllabus Course notes based on Aki Vehtari's github page Reference and Beka Steorts' Bayesian course page Reference Additional reading: BDA-book |
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Resources: |
R-Introduction-Part-I R-Introduction-Part-II, data R-Markdown,Rmd file, source.gif, pic1.png Homework-Template, Rmd file GGplot tutorial |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
01/13 | Intro to Probability | intro438.pdf | hw0_438_s20.pdf | hw0_438_s20_soln.pdf | |
01/15 | Intro contd. and Beta-Binomial | intro438.pdf, Bayes1.pdf | |||
01/22 | Beta-Binomial | Bayes1.pdf | |||
01/27 | Gaussian (known var) | Bayes1.pdf | |||
01/29 | Gaussian (unknown var) | Bayes2.pdf | hw1_438_s20.pdf algae.txt | hw1_438_s20_soln.pdf BETA.HPDI.R hw1code.R | |
02/03 | Gaussian (unknown var) & R for Bayes | Bayes2.pdf, code | |||
02/05 | R for Bayes | Bayes2.pdf, BayesusingR.R | |||
02/10 | Linear Regression | LinReg.pdf | hw2_438_s20.pdf | hw2_438_s20_soln.pdf | |
02/12 | Linear Regression (contd.) | LinReg.pdf | BayesusingR.R, rstanarm.R | ||
02/17 | logistic Regression and MCMC | Bayes2.pdf | BayesusingR.R | ||
02/19 | Sampling on a grid | Bayes2.pdf | |||
02/24 | Review Session | ||||
02/26 | Mid-term I | exam1-438-s20.pdf | |||
03/02 | Mid-term I discussion & Grid sampling | grid_sampling.R | |||
03/04 | Hierarchical Bayes | Hier-Bayes.pdf | |||
03/16 | Classes canceled | ||||
03/18 | Classes canceled | hw3_438_s20.pdf | hw3_438_s20_soln.pdf hw3code.R | ||
03/23 | Hierarchical Bayes | Hier-Bayes.pdf 438Mar23.pdf | |||
03/25 | Hierarchical Bayes | Hier-Bayes.pdf 438Mar25.pdf hierarchical_rats.R | |||
03/30 | Monte Carlo methods | MC1.pdf | |||
04/01 | Rejection sampling | MC2.pdf MC.R | |||
04/06 | MC Examples and MCMC | MC3.pdf MC.R | |||
04/08 | Metropolis Hastings | MCMC.pdf MCMC.R | |||
04/13 | Gibbs sampling | Gibbs.pdf Gibbs.R | |||
04/15 | Review | 438Apr15.pdf | hw4_438_s20.pdf | hw4_438_s20_soln.pdf hw4code.R | |
04/20 | STAN | STAN_tutorial.pdf STAN_tutorial.R 438Apr20.pdf | |||
04/22 | Bayesian hypothesis testing | bht.pdf | |||
05/04 | Final Exam and solutions | Final_438_s20_soln.pdf |