Arizona State University College of Liberal Arts and Sciences
   
 

STP 598: Bayesian Data Analysis

Instructor: Anandamayee Majumdar

Arizona State University, Tempe


Text: A. Gelman, J. Carlin, H. Stern and D. Rubin, Bayesian Data Analysis, 2nd edition, Chapman and Hall/CRC


Additional Reference:
1. B. Carlin and T. Louis, Bayes and Emperical Bayes Methods for Data Analysis, 2nd edition, Chapman and Hall/CRC.

2. M.H. Chen, Q.M. Shao, and J. Ibrahim, Monte Carlo Methods in Bayesian Computation, Springer Verlag.



Description, syllabus

  • Prerequisites: STP 420, STP 421, STP 427. In addition, students will need to review the following: conditional densities, vector and matrix algebra, exponential family of distributions, multivariate normal models, Wishart distribution, Chi-squared distribution, goodness of fit tests.
  • Office: PSA 441
  • Class Hours: MW 2 PM - 3:15 AM
  • Office Hours: MW 12:45PM - 1:45PM (tentative)

    Syllabus.

    Assignments to be turned in by deadline.

    Suggested assignments from text (not to be turned in, but would be very worth to try).

    Reading Assignments (articles).

    Helpful links to important Software (R etc).

    Solutions to problems from external resources.


    Take-home exams' turn-in dates:
    1st Exam - 21 Sep M (Turn in by 5 PM)
    (Coverage: TBD)


    2nd Exam - 19 Oct M (Turn in by 5 PM)
    (Coverage: TBD)


    3rd Exam - 9 Nov M (Turn in by 5 PM)
    (Coverage: TBD)


    Final - 7 December M (Turn in by 5 PM)
    (Coverage: TBD)