Department of Statistics

California State University, East Bay 

Summer 2006

Stat 4860/6860: Introduction to Bayesian Statistical Analysis

Course Description Homework Important Dates Statistics Software
Syllabus Handouts Stat Lab Times Open Statistics Links
Blackboard    

Week 4:

  • Homework 2 will be collected on Wednesday.
  • This week we began working on class quizzes on developing appropriate models for the likelihood and the discussion of conjugate priors and reference priors.
  • The quiz that was given on Monday: quiz1.pdf
  • The quiz that was given on Wednesday: quiz2.pdf
  • Please see the Homework link for the newly posted homework assignment 3.

Week 3:

  • Homework 1 is due today.
  • Install the library Bolstad in R.  See the Handouts link for examples using the Bolstad library.
  • Today we will go to the computer lab to try R with the Bolstad library (hopefully) and WinBUGS.

Week 2:

  • Install R on your computer.  See the Statistics Software link.  I have also posted links to Tinn-R and JGR.
  • There is an updated Introduction to R posted under Handouts with individual programs for each part of the handout.  Run all of the programs and make a list of things that are unclear.
  • From the r-project website be sure to take a look at the Manuals page.
  • Run the program bayes.r to check your answers to the 3 Expercises.  See the Handouts link.
  • There are 3 handouts on random number generation posted, see the Handouts link.
  • On example where Bayes Theorem is applied these days is in Bayesian Spam Filtering
  • Here is a link the spam filtering in the Mozilla browser.  It is SpamBayes that they use.  spam
  • Install WinBUGS14 on your computer.  See the Statistics Software Link. 
  • See the Handouts link for some WinBUGS examples.
  • Homework 1 will be collected on Monday July 3.  Well hopefully.

Week 1:

  • A reading assignment has been posted on Blackboard under Course Materials.
  • See the Homework link for the first assignment.
  • Install the necessary software for the class. R, WinBUGS

 

Week 0:

  • The book for Statistics 4860 is Introduction to Bayesian Statistics by William M Bolstad, Wiley, 2004
  • Bolstad
  • The book for Statistics 6860 is Bayesian Statistics and introduction by Peter Lee, Hodder Arnold, 2004.
  • Lee     Rprograms     WinBUGSprograms
  • Two other references for the course:
    • Bayesian Statistical Modelling by Peter Congdon, 2001.
    • Bayesian Data Analysis, Second Edition, by Gelman, Carlin, Stern, and Rubin.