Stat 477/577 Introduction to Bayesian Modeling

Department of Mathematics and Statistics, UNM
Fall Semester 2015

INSTRUCTOR

Gabriel Huerta
Office: 314 SMLC Building
email: ghuerta 'at' stat 'dot' unm 'dot' edu
Class Time: Tue-Thurs 12:30-1:15pm.
Classroom: 326 Dane Smith Hall (DSH) (note room change!)
Office Hours (at 314 SMLC): 14:00-15:15pm or by appointment.
*Please send me a note by e-mail to make an appointment outside office hours.

DESCRIPTION

This course offers an introduction to Bayesian methodology and applications. Topics covered include: probability review, Bayes' theorem, prior elicitation, Markov chain Monte Carlo techniques. The free software programs WinBUGS and R will be used for data analysis.

Syllabus

*Not sure how much up to date I can keep up with this webpage. The most realiable source for class material will be at: UNM learn


PREREQUISITES

STAT 461/561 and (STAT 427/527 or 440/540).

TEXTBOOKS

  • Christensen, R., Johnson, W., Branscum, A. and Hanson, T.E. (2010) Bayesian Ideas and Data Analysis. An Introduction for Scientists and Statisticians. Chapman and Hall/CRC Press (required).
    Textbook's Web Page
  • Albert, J. (2009). Bayesian Computation with R. Second Edition. Springer Verlag. (recommeded, an electronic version is available through UNM libraries).
    Textbook's Web Page
    HOMEWORK

  • HW No. 1 To turn in: From CJBH book: Exercises B.1, B.2 and B.3. from Appendix B and from Chapter 2, Exercises 2.1,2.2,2.3 and 2.4. Get familiar with R (see appendix C from CJBH book, Chapter 1 Albert's book).