Messages - Page 2

Published Aug. 31, 2018 12:33 PM
  1. On Friday 31th of August we went through the rest of Chapter 2, among other things about non-informative priors (specifically Jeffreys).
  2. Next week we will go through Chapter 3. We will also go through some exercises (see below).
  3. Note the pdf-document "Notes from Emil Stoltenberg 2017" which contains solutions to the exercises from the book which were given last week.
  4. Note the R-script "nils_ex1.R" which contains R-solutions for Nils Exercise 1.
  5. Exercises:
    • find the pdf-document "Exam project 2015" on the course page and do Exercise 1. Note that some questions, specifically the second part of b (the distribution of the estimator), and the second part of g (the normal approximation), concern topics that have not yet been taught, and we will save them for later.
    • In the book: 2.12.
    • Continue exercise 2.10 (Cable cars) from last time: compute the&n...
Published Aug. 24, 2018 1:35 PM
  1. On Friday 24th of August we went through various practical aspects of the course (curriculum, exam, mandatory assignment,...), a general introduction to Bayesian statistics (Chapter 1, including comparisons with frequentist statistics) and we started on Chapter 2.
  2. The (tentative) curriculum will consist of the exercises we go through, chapters 1, 2, 3, 4, 5, 10, 11 and beginning of 14 in BDA3 and some extra notes on "Decision theory and risk functions" (which we will come to in November). 
  3. The full course grade rests on the (written) exam in December, but in order to take the exam, all students must pass a mandatory assignment ("oblig") which (most likely) will be given in the end of October.
  4. Next week we will go through the rest of Chapter 2 and start on Chapter 3 (if we have time). We will also go through some exercises (see below).
  5. Exercises:
    • find th...
Published Aug. 9, 2018 10:31 AM

Welcome to the course! The course book is "Bayesian Data Analysis" (Gelman, Carlin, Stern, Dunson, Vehtari, Rubin, 3rd edition, 2014). The book has its own webpage.

You should get hold of a copy, before teaching starts; try Akademika, or eBay, or Amazon, or elsewhere. Only some of the chapters of the book will be in the main curriculum, and there will also be supplementary notes and exercises; check earlier versions of the course on this website (particularly autumn 2017).

Teaching will take place in NHA room 108, Fridays 09:15 to 12:00 (typically in the format of two hours of lecture and then one hour of exercises), and we start off Friday August 24.

Céline Cunen