ISyE6420 -- Course Plan, by Units

UNIT 1
1.1 About the Class. Discussion od Syllabus. Expectations and Deliverables
1.2 Software WinBUGS/OpenBUGS. Installation. WinBUGS on MACs.
1.3 Software MATLAB/Octave.
1.4 Examples.

UNIT 2
2.1 Historic Overview. The Reverend Thomas Bayes. The Essay
2.2 Bayesian vs. Classical Statistics. Models and Parameters. 10 coin flips.
2.3 FDA Recommendations

UNIT 3
3.1 A Review of Necessary Probability. Events and Probabilities. Example: Circuit Problem
3.2 Conditioning
Independence, Conditional Probability
Hypotheses, Total Probability
Examples: Queen of Spades, Manufacturing Bayes, and Bridged Circuit
3.3 Bayes Formula
From Prior to Posterior
Bayesian Learning
Examples: Manufacturing Bayes Continued, Bridged Circuit, Two-headed Coin
3.4 Basic Bayes Networks
More on WinBUGS
DAG, Propagation of Evidence
Example: Alarm
3.5 Exercises for Unit 3
3.6 Homework 1

UNIT 4

4.1 Basic Distributions

Models and Parameters
Numerical Characteristics
Joint and Conditional Distributions
Worked Examples: Discrete and Continuous
4.2 Bayes Theorem
Ingredients for Bayesian Inference
Conjugate Families
Examples: Jeremy's IQ, 10 flips of Coin, and Poisson--Gamma Pair
4.3 Exercises for Unit 4 (Part 1);
4.4 Homework 2
4.5 Bayesian Inference in Conjugate Cases
Bayesian Estimation
Credible Sets
Bayesian Testing
Bayesian Prediction
Examples: Jeremy's IQ, 10 flips of Coin
Jeremy and flips in WinBUGS
4.6 Prior Elicitation
Elicitation from Numerical Characteristics
Non-Informative Priors
``Prior Sample Size.''
Example: eBay Purchase (WinBUGS)
4.7 Empirical Bayes
Parametric Approach
Non-Parametric Approach
4.8 Exercises for Unit 4 (Part 2)
4.9 Homework 3

UNIT 5

5.1 Bayesian Computation

Numerical Approaches
MCMC Methodology
5.2 Metropolis Algorithm
Theoretical Background
Example coded in Python, R, and Octave
5.3 Gibbs Sampling
Theoretical Background
Example coded in Python, R, and Octave
Beyond Gibbs and Metropolis
5.4 Exercises for Unit 5
5.5 Homework 4

MIDTERM EXAM

MID.1 Review for Midterm

MID.2 MIDTERM POSTED

UNIT 6

6.1 Graphical Models

More General DAGs.
Doodle BUGS
6.2 More About WinBUGS
Distributions and Data Input
Functions in WinBUGS
Examples Built In
Getting Help in WinBUGS
6.3 Advanced WinBUGS
6.4 Other Software for Bayesian Calculation
6.5 Exercises for Unit 6

UNIT 7
7.1 Hierarchical Models
Priors with Structural Information
Hidden Mixtures
Meta-Analysis
7.2 Bayesian Linear Models
Bayesian One- and Two-Way ANOVA. STZ and CR Constraints
Bayesian Multiple Regression
7.3 Other Models
Generalized Linear Models
Logistic, and Poisson Regressions
Multinomial Regression
Multilevel Models
7.4 Exercises for Unit 7
7.5 Homework 5

UNIT 8
8.1 Missing Data
Bayesian Handling of Missingness
Examples in WinBUGS
8.2 Censored Data
Time-to-Event Modeling
How to Censor in WinBUGS
Examples from Survival and Reliability Theory
8.3 Exercises for Unit 8

UNIT 9
9.1 Model Building and Selection
Variable Selection in Regression
Ibrahim--Laud Criterion
Examples in WinBUGS
9.2 Model Checking
Goodness-of-Fit
Deviance Information Criteria (DIC)
Posterior Predictive Checks
9.3 Exercises for Unit 9
9.4 Homework 6

UNIT 10
10.1 Applications and Case Studies
Meta Analysis
Next eruption of Vesuvius and Katla
Rash-type Models
Predicting in ARMA Model.
10.2 Project: My Own Bayesian Data Analysis (An Open-Ended Project)

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ISyE6420 by Brani Vidakovic is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.