WEEK | DAY | TOPIC | NOTES |
WEEK 1 | Tues. 03/29 | Introduction. Description of the syllabus. Background material | slides1.pdf |
Thus. 03/31 | Background material | slides2.pdf | |
WEEK 2 | Tues. 04/05 | Large sample inference Chp. 4 |
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Thus. 04/07 | The multinomial and the multivariate normal models. 3.5,3.6 |
slides4.pdf | |
WEEK 3 | Tues. 04/12 | Hierarchical models and meta-analysis. 5.1-5.6 |
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Thus. 04/14 | Model Checking. 6.5-6.8 |
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WEEK 4 | Tues. 04/19 | Model comparison. 7.1-7.6 Quiz 1 (25%) |
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Thus. 04/21 | Accounting for data collection schemes. 8.1-8.5 |
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WEEK 5 | Tues. 04/26 | Observational studies. Censoring and truncation. 8.6-8.8 |
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Thus. 04/28 | Auxiliary variables for Monte Carlo methods. 12.1 |
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WEEK 6 | Tues. 05/03 | Efficient Gibbs and Metropolis samplers. 12.1-12.3 |
slides10.pdf |
Thus. 05/05 | Posterior Modes. EM algorithm. 13.1-13.4 |
slides11.pdf | |
WEEK 7 | Tues. 05/10 |
Midterm (45%) |
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Thus. 05/12 |
Regression models. |
slides12.pdf | |
WEEK 8 | Tues. 05/17 | Regression models. 14.1-14.8 |
slides13.pdf |
Thus. 05/19 | G-priors. Regularization. Robust Inference. 17.1-17.5 |
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WEEK 9 | Tues. 05/24 |
Mixture models. |
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Thus. 05/26 | Mixture models. 22.1-22.5 |
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WEEK 10 | Tues. 05/31 |
Approximations |
slides14.pdf |
Thus. 06/02 |
Gaussian process models |
slides15.pdf |