Lawrence Joseph
Bayesian statistics

Please Note: Prof. Joseph has retired.
These pages are left up in case they prove
useful, but the pages and software will
no longer be updated. All material and
software is "as is" with no guarantees
of functionality or correctness.
Basic info
Course Outline
1 Thurs Sept 7 Introduction/Evaluation/Motivation/Background
  Mathematical background
2 Thurs Sept 14 Basic Elements of Bayesian Analysis
3 Thurs Sept 21 Bayesian Philosophy
  James Berger - Example 8
James Berger - Example 13
James Berger - Example 17
Berger and Berry - Illusion of Objectivity
Dunson - Practical Advantages of Bayes in Epidemiology
4 Thurs Sept 28 Simple Univariate Models
  Kruschke 2013 - Bayesian mean differences
Notes on predictive distributions
R program for Normal Means - Version 1
R program for Normal Means - Version 2
R program for exact binomial confidence intervals
5 Thurs Oct 5 Computation and Numerical Methods I - Introduction
6 Thurs Oct 12 Computation and Numerical Methods II - Monte Carlo Integration
7 Thurs Oct 19 Computation and Numerical Methods III - SIR Algorithm
  SIR program #1
SIR program #2
SIR program #3
SIR program #4
Extra Notes on SIR
8 Thurs Oct 26 Computation and Numerical Methods IV - Gibbs sampler and WinBUGS
  Simple Gibbs program in R
Paper on adaptive rejection sampling
9 Thurs Nov 2 Computation and Numerical Methods V - More on WinBUGS
  WinBUGS Quick Reference for Model Preparation
WinBUGS Quick Reference for Analysis
WinBUGS program for Binomial Proportion
WinBUGS program for Binomial Proportion Difference
WinBUGS program for Normal Mean, Known Variance
WinBUGS program for Normal Mean, Unknown Variance
WinBUGS program for Linear Regression
WinBUGS program for Linear Regression with Missing Data
WinBUGS program for Logistic Regression
WinBUGS program for Hierarchical Binomial Proportion
All WinBUGS programs in one pdf file
List of all Script commands
10 Thurs Nov 9 Bayesian Linear and Logistic Regression
11 Thurs Nov 16 Hierarchical Linear and Logistic Regression
  WinBUGS rats example
WinBUGS seeds example
WinBUGS pumps example
12 Thurs Nov 23 Prior Distributions - Prior Selection and Elicitation
  Chaloner 1994
13 Thurs Nov 30 Model Selection in Regression - Bayes Factors
  Raftery 1995
Kass 1995 (abstract only)
WinBUGS pines example