This course is designed to give students an initial understanding of the Bayesian statistics.
Lectures/seminars take place on Mondays from 14:15 to 16:00 and on Wednesdays from 12:15 to 14:00 in room 2039.
Lecture notes from 2023. The course will most likely not follow the lecture notes completely.
Course Schedule
When reading is optional (but provides good context), we will add an asterisk (*) to it.
| Lecture | Date | Topics | Materials | Homework |
|---|---|---|---|---|
| 1 | Mon, Feb 09 | Introduction | slides, LN p. 1-7 | - |
| 2 | Wed, Feb 11 | Standard parametric models | exercises, LN p. 11-12 | HW1 |
| 3 | Mon, Feb 16 | Exchangeability and De Finetti's theorem | simulation | HW1 due |
| 4 | Wed, Feb 18 | Introduction to PyMC | lab1.ipynb | |
| Mon, Feb 23 | No class (Feb 24 is Independence Day) | |||
| 5 | Wed, Feb 25 | On the topic of priors | LN p. 38-56 | HW2 |
| 6 | Mon, Mar 02 | Jeffrey's priors | LN p. 64-67, reference priors slides | HW2 due |
| 7 | Wed, Mar 04 | practice | exercises, data.csv | |
| 8 | Mon, Mar 09 | Introduction to Decision Theory | TBC* | |
| 9 | Wed, Mar 11 | Bayes factor | ||
| 10 | Mon, Mar 16 | - | - | - |
| 11 | Wed, Mar 18 | Credible sets / Asymptotics | ||
| 12 | Mon, Mar 23 | Model checking | BDA chp 6 | |
| 13 | Wed, Mar 25 | Model evaluation & practice | exercises, BDA chp 7 | |
| 14 | Mon, Mar 30 | practice (IRT modeling) | exercises, data | |
| 15 | Wed, Apr 01 | practice | exercises, data1, data2 | |
| 16 | Mon, Apr 06 | - | - | |
| 17 | Wed, Apr 08 | practice | exercises, data | |
| 18 | Mon, Apr 13 | Introduction to Bayesian non-parametrics | ||
| 19 | Wed, Apr 15 | Seminar: Optional stopping in hypothesis testing | ||
| 20 | Mon, Apr 20 | |||
| 21 | Wed, Apr 22 | Seminar: Bayesian interpretation of regularization | ||
| 22 | Mon, Apr 27 | |||
| 23 | Wed, Apr 29 | Seminar | ||
| 24 | Mon, May 04 | - | ||
| 25 | Wed, May 06 | - | ||
| 26 | Mon, May 11 | |||
| 27 | Wed, May 13 | Seminar | ||
| 28 | Mon, May 18 | |||
| 29 | Wed, May 20 | Seminar | ||
| 30 | Mon, May 25 | |||
| 31 | Wed, May 27 |
Abbrevation key
- LN Lecture notes for the course
- BDA Book Bayesian Data Analysis 3rd edition
- TBC Book The Bayesian Choice 2nd edition