STAT 544 slides
Below are source (Rnw) and handouts for all course lectures. In order to compile these documents, you will need the frontmatter.tex and commands.tex files which are available where all the source files can be found. Instructions for compiling the Rnw files can be found below.
Schedule
The following provides the weekly schedule of material
Chapter | Topic | Source | Handouts |
---|---|---|---|
1 | Bayesian statistics | Ch01.Rnw | Ch01.pdf |
2 | Binomial model/priors | Ch02a.Rnw | Ch02a.pdf |
Normal model/computation | Ch02b.Rnw | Ch02b.pdf | |
3 | Independent binomials/normal | Ch03a.Rnw | Ch03a.pdf |
Multinomial/multivariate normal | Ch03b.Rnw | Ch03b.pdf | |
4 | Data asympotitics | Ch04.Rnw | Ch04.pdf |
5 | Binomial hierarchical model | Ch05a.Rnw | Ch05a.pdf |
de Finetti/normal hierarchical model | Ch05b.Rnw | Ch05b.pdf | |
6 | Model checking | Ch06.Rnw | Ch06.pdf |
7 | Hypothesis testing | Ch07a.Rnw | Ch07a.pdf |
Comparison to LRTs | Ch07b.Rnw | Ch07b.pdf | |
R | Amazon reviews analysis | AmazonReview.Rnw | AmazonReview.pdf |
Midterm review | MidtermReview.Rnw | MidtermReview.pdf | |
Bayesian model averaging | BMA.Rnw | BMA.pdf | |
9 | Decision theory | Ch09.Rnw | Ch09.pdf |
10 | Bayesian computation | Ch10a.Rnw | Ch10a.pdf |
ARS and Importance sampling | Ch10b.Rnw | Ch10b.pdf | |
11 | Metropolis-Hastings | Ch11a.Rnw | Ch11a.pdf |
Gibbs sampling | Ch11b.Rnw | Ch11b.pdf | |
Markov chains | Ch11c.Rnw | Ch11c.pdf | |
Markov chain Monte Carlo | Ch11d.Rnw | Ch11d.pdf | |
14 | Bayesian regression | Ch14a.Rnw | Ch14a.pdf |
Bayesian regression (cont.) | Ch14b.Rnw | Ch14a.pdf | |
15 | Hierarchical linear models | Ch15a.Rnw | Ch15a.pdf |
Hierarchical linear models (cont.) | Ch15b.Rnw | Ch15b.pdf | |
16 | Hierarchical linear models | Ch16a.Rnw | Ch16a.pdf |
Below are to be organized:
Rnw compilation instructions
The following files contain code to create slides for the associated chapters of Bayesian Data Analysis, 3rd edition. You will need to have the R package knitr
installed, i.e.
install.packages('knitr')
To obtain the pdf, you will need to have LaTeX installed and in the path (etc). Then download the Rnw file (as an example, I will use Ch01.Rnw
) and run
knitr::knit2pdf('Ch01.Rnw')
Alternatively, you can install RStudio and click on the Compile PDF
button.
To extract the R code, run
knitr::knit('Ch01.Rnw', tangle=TRUE)