Statistics 5444: BAYESIAN STATISTICS

Course Schedule

Course Schedule


Date Readings Topic of Class
Aug 25
None
Introduction.
27
None
What is Probability, Confidence, and P-Values.
29
Frequentist and Bayesian Stats:
A Critique
What is Probability, Confidence, and P-Values.
Sept 1
What is Bayesian statistics
and why everything else is wrong
Paper Discussion. The Conditional Frequentist
Sept 3


The Conditional Frequentist
Sept 5 HW 1 Out


The Likelihood Principle
Sept 12


Normal-Normal Posterior
Sept 15


Prior Transformations
Sept 17


Conjugate Priors

None 
The Normal Posterior.

Lee 1.1-1.6: Preliminaries 
The Normal Posterior. Flat Priors and beyond

Lee read through page 44 
Transformations

 
Conjugacy and prior distributions.

 
Predictive distributions: normal case.
Sep. 26
 
Credible intervals and the MAP estimator. HW 2 Out

 
Poisson posterior under the Gamma prior.

 
Poisson predictive distribution.

 
Sequential Updating. HW 3 Out

 
Multivariate Posteriors. Asymptotic impact of a prior

 
Wishart Distribution

 
HW 4 Out
16
 
HW 5 Out Spam Data Info

 
HW 6 Out

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