ST740 -- Bayesian Inference
Fall 2009 --- 3 credits

Instructor: Dr. Brian Reich (reich@stat.ncsu.edu)
Office hours: 4264 SAS Hall, MW 1-2pm

Teaching assistant: Matthew Ritter (mbritter@unity.ncsu.edu)
Office hours: TT 10-11, Tutorial Center, 1101 SAS Hall.

Course times/location: MWF 10:15-11:05, 5270 SAS Hall

Course website: http://www4.stat.ncsu.edu/~reich/st740/

Text: Carlin & Louis (2009). Bayesian Methods for Data Analysis, 3rd Edition. CRC Press.

Course Prerequisites: ST 522.



Course Description

Introduction to Bayesian inference; specifying prior distributions; conjugate priors, summarizing posterior information, predictive distributions, hierachical models, asymptotic consistency and asymptotic normality. Markov Chain Monte Carlo (MCMC) methods and the use of exising software (e.g., WinBUGS).

Course outline and important dates

Week -- Description
8/19   -- Introduction
8/24   -- Bayes Basics
8/31   -- Prior distributions; Empirical Bayes
9/7     -- Labor Day (M); Bayesian performance
9/14   -- Bayesian performance
9/21   -- MCMC sampling; Midterm Exam (F, 9/25)
9/28   -- MCMC sampling
10/5   -- MCMC diagnostics; Fall Break (F) (4)
10/12 -- Linear/Generalized linear models
10/19 -- Hierarchical models
10/26 -- Model selection and diagnostics
11/2   -- Model selection and diagnostics; Midterm Exam (F, 11/6)
11/9   -- Nonparametric Bayes
11/16 -- Case Studies
11/23 -- Case Studies; Thanksgiving (WF)
11/30 -- Student Presentations
12/16 -- Final exam, Wednesday, 8-11am, 5270 SAS Hall

Computing

The primary computing language will be R, which is freely available at http://www.r-project.org/. We will also WinBUGS, which is freely available at http://www.mrc-bsu.cam.ac.uk/bugs/.

Grading

  • Final grade will be based on: Final Semester Score = (HW + 3*M1 + 3*M2 + 3*F)/10, where HW is the homework average (out of 100) after dropping the lowest score and M1, M2, and F are the scores (out of 100) on the two midterms and final exam. Grades will be assigned on the +/- scale.

  • There will be roughly 5-7 homework assignments. Problems and due dates will be posted on the course webpage. The final homework average will be computed after dropping the lowest grade. Unexcused late homework will not be accepted.

  • The midterms are tentatively scheduled for 9/25 and 11/6. The mid-term exams will be open book and open notes and may include a take-home portion. A basic scientific calculator will be necessary, but no laptops will be allowed. The final exam will be held on Wednesday, December 16 from 8-11am. The final exam will be the take-home project. Any conflicts with the scheduled exam dates must be submitted in writing to the instructor well in advance. The final exam grade can replace a university-excused missing exam grade. Unexcused missing exams, or inadequate notice of missing an exam will result in a grade of 0 for the exam.

    Policy on Academic Integrity

    The University policy on academic integrity is spelled out in Appendix L of the NCSU Code of Student Conduct. For a more details see the NCSU Office of Student Conduct website http://www.ncsu.edu/student_conduct/. For this course group work on homework is encouraged. However copying someone else's work and calling them your own is plagiarism, so the work you turn in should be your own.

    Students with Disabilities

    Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students (DSS), 1900 Student Health Center, CB# 7509, 515-7653.