STAT 544 Bayesian Statistics

This website is designed to host course material for STAT 544 - Bayesian Statistics at Iowa State University.

• Instructor: Jarad Niemi (niemi@iastate.edu, @jaradniemi)
• TA: Luis Damiano (ldamiano@iastate.edu)

This course meets

• TR 8-9:20 Snedecor 3105

Office hours are

• Instructor: TBD
• TA: TBD

Textbook

The required textbook for the course is Bayesian Data Analysis (3rd edition). Other suggested textbooks.

Software

Some links to Bayesian statistical software is provided here.

Relevant course pages

• Applets
• Slides
• Previous midterms
• Youtube Videos
• Catalog of default priors
• Report

Course Description

Specification of probability models; subjective, conjugate, and noninformative prior distributions; hierarchical models; analytical and computational techniques for obtaining posterior distributions; model checking, model selection, diagnostics; comparison of Bayesian and traditional methods.

Course Objectives

• Understand the basics of a Bayesian analysis including prior, likelihood, and posterior.
• Perform a conjugate Bayesian analysis with Jeffreys prior.
• Perform a computational Bayesian analysis using JAGS or Stan.

Prerequisite

The prerequisite for the course is previous or concurrent enrollement in STAT 543 or equivalent, e.g. Econ 672.

Q&A

Please use the Canvas discussion forum.

Reading schedule

See slides page

Faculty Senate Recommendations

This course abides by the Faculty Senate Recommendations provided at http://www.celt.iastate.edu/teaching/preparing-to-teach/recommended-iowa-state-university-syllabus-statements.