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 Tues Sept 11 Introduction/Evaluation/Motivation/Background
  Mathematical background
2 Tues Sept 18 Basic Elements of Bayesian Analysis
3 Tues Sept 25 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 Tues Oct 2 Simple Models I - Univariate Models
  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 Tues Oct 9 Computation and Numerical Methods I - Introduction
6 Tues Oct 16 Computation and Numerical Methods II - Monte Carlo Integration
7 Tues Oct 23 Computation and Numerical Methods III - SIR Algorithm
  SIR program #1
SIR program #2
SIR program #3
SIR program #4
Extra Notes on SIR
8 Tues Oct 30 Computation and Numerical Methods IV - Gibbs sampler and WinBUGS
  Simple Gibbs program in R
Paper on adaptive rejection sampling
9 Tues Nov 6 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
model.txt
data.txt
inits.txt
script
List of all Script commands
10 Tues Nov 13 Bayesian Linear and Logistic Regression
11 Tues Nov 20 Hierarchical Linear and Logistic Regression
  WinBUGS rats example
WinBUGS seeds example
WinBUGS pumps example
12 Tues Nov 27 Prior Distributions - Prior Selection and Elicitation
  Chaloner 1994
13 Tues Dec 4 Model Selection in Regression - Bayes Factors
  Bayes Factor graphical explanation
Raftery 1995
BIC Example in R
Kass 1995 (abstract only)
WinBUGS pines example