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Virtual Learning Environment (VLE) for
Bayesian Inference and Computational Methods
Spring 2009
Codes for this class: F79BI or, sometimes, F79BI2
Schedule
Monday 11:15 / SR320 /
Tuesday 10:15 / SR320 /
Friday 12:15 / SR320 /
Friday 14:15 / SR320 /
Friday 15:15 / SRG12-13-14 /
Lecture notes
I will use a linear combination of the (mostly overlapping)
notes by Stan Zachary
and the
notes by Gavin Gibson.
Occasionally, I will write supplementary notes (termed as "explanatory notes"),
as need arises.
Explanatory notes 1
Explanatory notes 2
Explanatory notes 3
Explanatory notes 4
Explanatory notes 5
Explanatory notes 6
Bibliography
J.O. Berger (1985).
Statistical Decision Theory and Bayesian Analysis.
Springer-Verlag.
A. Gelman, J.B. Carlin, H.S. Stern, and D.B. Rubin (2003).
Bayesian Data Analysis.
Chapman and Hall/CRC
D.V. Lindley (1984).
Bayesian Statistics, a Review.
SIAM.
S.M. Ross (1990).
A Course in Simulation.
Macmillan.
Exercises and weekly assignments
You are supposed to solve the assigned exercises, write
computer programmes, makes sure they run, and bring your work in class.
The homework sets below are identical to the ones
used by previous lectures.
Homework 1
|Solutions
|Explanatory notes
Homework 2
|Solutions
Homework 3
|Solutions
Homework 4
|Solutions
Homework 5
|Solutions
Homework 6
|Solutions
Computing
The official R page; contains the actual
package, demos, manuals, books, references, extensions, and much more.
Departmental page on R
R reference card
A simple tutorial on R
An Introduction to R:
pdf,
html,
by W.N. Venables, D.M. Smith, and the R Development Core Team (100 pages, pdf), available for free, or you can buy it here.
R tutorial video
in two parts: part 1, and part 2.
A short course in R,
by T Lumley, R Core Development Team and UW Dept. of Biostatistics.
Full R Reference Manual, R Core Development Team.
Maple Learning Guide (Waterloo Maple Inc.); read online.
Maple Programming Guide (Waterloo Maple Inc.); read online.
q-q plots
3D plots in R
Projects
They are worth 20% of the final grade each.
(The final exam is worth 60%.)
Project 1 (due 27 February)
Example
Sample answers
Project 2 c a n c e l l e d
Contacts
Instructor: Prof. Takis Konstantopoulos
Students: mutt module-F79BI2@list-serve.hw.ac.uk
Timetables.
Use the code F79BI2.
Students' records
Algorithm for using it:
login ptk1
password ****
Click on Students on Module List
Write the code F79BI (omit the 2)
Other ways:
http://www.hw.ac.uk/uics/
Menu: Services -> ISS Intranet
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