Bayesian Statistics

Daily Schedule Term 3

Tuesday, Oct. 29 — Study Chapter 5 of Bayesian Statistics for Beginners — Do the Assignment for Tuesday — Preparatory discussion for Chapter 6
Friday, Nov. 1 — Study Chapter 6 of Bayesian Statistics for Beginners — Do the Assignment for Friday — Preparatory discussion for Chapters 8 and 9: A Continuum of Hypotheses — NOTE: We skipped Chapter 7 because it introduced too little that is new

Tuesday, Nov. 5 — Dive in at the last half of Chapter 8, pp. 95-107 (if you also try to read pp. 88-94 of Chapter 8, I think you will find it to be a mind-numbing review of what we covered in Young) — Continue in Chapter 9, pp. 108-122 (this is yet more review of Young but in this case the review is useful) — Do the Assignment for Tuesday — We reviewed Bernoulli and Binomial Distributions, including the “n choose k” prefactor in the binomial distribution — We looked at the etymologty of the terms “probability mass function (PMF)” (an example of which is the Poisson distribution) as Donovan and Mickey use the term in Chapter 8, and “probability density function (PDF)” (an example of which is the Gaussian distribution) as Donovan and Mickey use the term in Chapter 9 — We started the Assignment for Friday
Friday, Nov. 8 — Finish Chapter 9 and the Assignment for Friday — We are not starting any new material — Instead, let’s consolidate — People asked for additional practice problems, which we started in class

Tuesday, Sept. 24 — Exam 2 on Frequentist and Bayesian Statistics (covers Problem Sets 6 to 12 and Donovan and Mickey Chapters 1 to 9), including linear regression and the application of χ-squared
Friday, Nov. 15 — Study Chapter 10 — Introduce Bayesian Conjugates — Please examine the Assignment for Friday which is not to be turned in — Instead it just contains ideas for how you could approach Chapter 10

Tuesday, Nov. 19 — You can study Chapter 11, which introduces gamma functions which are conjugate to Poisson distributions, or alternatively, you can just study my handout on Bayesian Conjugates — Please come with questions about Chapters 11 or my summary in the handout of Chapter 11: Bayesian Conjugates — Do the Assignment for Tuesday — An Advanced Idea from Chapter 12: A Multi-Dimensional Continuum of Hypotheses — For completeness, here are Michael I. Jordan’s Stat260 notes
Friday, Nov. 22 — While you are doing Problem Set 14 on Chapter 11, I am still figuring out how to introduce the “Monte Carlo” methods Donovan and Mickey start on in Chapter 13 — Rather than you diving in to Chapter 13, instead how about you start by reading The Beginning of the Monte Carlo Method

Stanislaus Ulam with the Monte Carlo Trolley