Appm_header




Semester: Spring 2020
Classroom: ECCR 155
Time: Tue/Thu 5:00-6:15pm
Instructor: Dr. Vanja Dukic
Instructor office Hours: Tue/Thu 2:30-3:20pm, ECOT322

Teaching Assistant: Peter Shaffery
TA office Hours: ECCR 244:
Tuesdays 1-3pm
Thursdays 1:30-2:30pm




Department of Applied Mathematics
University of Colorado-Boulder




























Bayesian Statistics and Computing



Schedule:


(Legend: Core = "Bayesian Core"; Choice = "Bayesian Choice"; Essentials = "Bayesian Essentials with R", MCMC = "Introducing Monte Carlo Methods with R")
 
 Week Topic Reading Assignments Notes
Jan 13 Review: frequentist statistics and Likelihood   Notes and Chapter 1 (Core/Essentials) R code from lecture 2
Jan 20 Bayesian foundations Chapter 1 (Choice)
Jan 27 Decision theoretic foundations Chapter 2 (Choice)
Feb 3 Introduction to Bayesian Modeling Chapter 2.1 and 2.2 (Core/Essentials) and Chapter 3 (Choice) Genetic Linkage

Logistic Regression Priors

Feb 10 Introduction to Bayesian Modeling Chapter 2.1 and 2.2 (Core/Essentials) and Chapter 3 (Choice) Faulty Startup Example
Feb 17 Introduction to Bayesian Modeling Chapter 2.1 and 2.2 (Core/Essentials) and Chapter 3 (Choice) HW 1 due via Canvas Tue before class

Feb 24 Intro to Monte Carlo Chapters 2 and 3 (MCMC) Faulty Startup Example with Monte Carlo
Mar 2 Bayesian Computing: MCMC Chapter 6 (MCMC) and Chapter 6 (Choice)
Mar 9 Bayesian Computing: MH Chapter 6 (MCMC)

Example MH code
Mar 16 Introduction to hierarchical modeling R tutorial on LME4

R tutorial on HGLM

Rats: Linear Mixed Models

Pumps: Poisson Mixed Models

HW 2 due via Canvas on Tue, Mar 31, 5pm

Mar 23 Spring Break ------------- -------------
Mar 30 Bayesian Computing: Gibbs Chapter 7 (MCMC)
Apr 6 Bayesian Computing: Diagnostics Chapter 8 (MCMC)

Example Gibbs code
Apr 13 Additional topics: STAN Intro to RStan

HW 3 due via Canvas on Tue, Apr 14, before class
Apr 20 Additional topics: Sequential Bayesian Methods Uncertainty propagation code
Apr 27 Final project in-class presentations Final project slides due via Canvas by 5pm on Tue (4/28) Final project reports due via Canvas by midnight (11:59pm) on Thu (4/30)