Assignment A

Assignment on Bayesian Inference using OpenBUGS

This assignment contributes 10% to your mark for AC50001. It might take you approximately ten
hours. (Put another way, my prior on the time it will take you could be modelled as a Gaussian with
mean = 10 and standard deviation = 2. I await data from you so that I can compute a posterior!)
You will be provided with data sets for this assignment by email. Different students will receive the
different datasets.

Part 1: Spot the Difference [5 marks]

Before attempting this exercise, you should familiarise yourself with the Gaussian Parameter
Inference example from Lab Sheet 1.
A situation that arises in many circumstances is that we have two data sets and we want to know if
they are likely to have been generated by different processes, and if so, the extent to which they
differ. For example, consider two groups of people in a randomised controlled trial. People in group A
are given a drug and people in group B are given a placebo. Sometime later a relevant physiological
variable is measured for each person. We would then be interested in how this variable differed
between the two groups.
The file SpotTheDifference.txt contains two data sets which you should use for this exercise. You can
use the Gaussian model from Lab Sheet 1 as a starting point.
Use OpenBUGS to model each of the two data sets as Gaussian and run MCMC to infer all the
parameters of these two Gaussians. In addition, set up variables for (i) the difference between the
two means and (ii) the difference between the two standard deviations. (Hint: if mu1 and mu2 are
the means, the statement diffmu <- mu1 - mu2 makes the variable diffmu their difference).

Part 2: Multiple observers [5 marks]

Before attempting this exercise, you should familiarise yourself with the Seven Scientists example
from Lab Sheet 2.
Imagine you have a set of N objects of some kind, and that you ask M different observers to take a
measurement from each of these objects. For example, you might ask M radiologists to measure the
length of an organ in each of N medical images obtained from N different patients. The people doing
the measuring have varying degrees of skill: some are more precise at measuring than others.
Using the Seven Scientists model from Lab Sheet 2 as a starting point, specify a suitable model for
this situation. The model should enable inference of the N quantities of interest as well as variables
indicative of the skill level of each of the M observers.
The file MultipleObserversData.txt contains an example dataset for the case when N=20 and M=3.
Use BUGS to run MCMC inference using the model you specified.

What You Should Submit

You should submit:

- Model specification files (and for Part 2 an MCMC initialisation file) - A PDF document containing:
o For Part 1:
 Plots of all posterior densities obtained, including those for (i) the difference
between the means and (ii) the difference between the standard deviations.  A paragraph in which
you draw conclusions. Specifically, you should comment
on the strength of the evidence that the distributions differ, and on the ways in which they differ (if
any). Back up your conclusions with your choice of statistics summarising the relevant posteriors.

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 o For Part 2:
 A note explaining what you did to try to ensure adequate convergence of
MCMC
 Plots of marginal posterior densities obtained along with summary statistics.
 A paragraph in which you summarise and draw conclusions about the N
quantities and the skill levels of the M observers. (This should demonstrate your understanding of
how to interpret the results obtained).
Finally, please include a note of how long you spent on this assignment.
Please zip your files and name your submission file Surname_Forname_BUGS.zip

Marking Scheme
Evidence of a good understanding of how to interpret the results is needed in order to obtain full
marks. Marks will be apportioned approximately as follows.
Part 1: Model and inference set-up [2]. Plots [1]. Interpretation and conclusions [2].
Part 2: Model and convergence diagnostic [2]. Plots [1]. Interpretation and conclusions [2].

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