Introduction to Bayesian Computation

Week | Dates | Topic | Lectures | Reading | Problem Set |
---|---|---|---|---|---|

1 | 6/26 | Introduction | 1 | Everything before “Step 0” in this tutorial. | Git Basics (due 7/1) |

2 | 6/29 - 7/3 | Discrete Probability and Inference | 2-3 | BMH (Chapter 1 up to eqn. 3), PROB (Sections 1.2 excluding historical remarks) |
Discrete Probability (due 7/8) |

3 | 7/6 - 7/10 | Continuous Probability and Inference | 4-6 | PROB (Sections 2.2, 4.2) , This QuantStart Blog Post |
Continuous Probability |

4 | 7/13 - 7/17 | Conjugate Bayesian Analysis | 7-9 | PROB (Section 6.1), BDA (Sections 2.1-2.4) | Conjugate Problems |

5 | 7/20 - 7/24 | Gaussian distribution and Review | 10-12 | Midterm Exam (Distributed 7/22, Due 7/29) | |

6 | 7/27 - 7/31 | Multivariate Gaussian Distribution | 13-15 | GPML (A.2-A.4), These lecture notes |
None |

7 | 8/3 - 8/7 | Introduction to Sampling | 16-18 | BMH (Section 3.1.1 and Chapter 4), BDA (Sections 11.1-11.4) | Gaussian Regression and Monte Carlo |

8 | 8/10 - 8/14 | MCMC Error and Model Selection | 19-21 | Up to Equation 10 in this Blog Post, BDA (Section 6.7) | None |

9 | 8/17 - 8/21 | Hierarchical Modeling | 22-24 | None | |

10 | 8/24 - 8/26 | Advanced Topics | 25-26 | None | |

11 | Monday 8/31 | Final Project Due (12:00pm EST) |