|John Kellyfirstname.lastname@example.org||864-3706||5005 Haworth|
|Mark Holderemail@example.com||864-5789||6031 Haworth|
|Date||Topic and Links||Assignments|
|Week 1 Jan 23||Probability, random variables, distributions|
|Week 2 Jan 28, Jan 30||Random samples, sample distributions, likelihood||HW1_2013.doc|
|Week 3 Feb 04, Feb 06|| Explicitly specifying variability: likelihood examples and Bayes' rule.
Notes on probability by Bálint Tóth
|Week 4 Feb 11, Feb 13||Likelihood examples and maximum likelihood estimation|
|Week 5 Feb 18, Feb 20||Review / Likelihood ratio test statistic||HW3_2013.doc (due Wed., Feb. 27)|
|Week 6 Feb 25, Feb 27||Generalized Linear Models||Mark's notes on the lecture about testing with nuisance parameters|
|Week 7 Mar 04, Mar 06||Generalized Linear Models (continued)||HW4_2013.doc (due March 13)|
|Week 8 Mar 11, Mar 13||Numerical Optimization/Parametric bootstrapping||numerical_opt.pdf notes |
generalMismatchedFights.py.txt Save this as generalMismatchedFights.py and run using:
You'll need Python and you'll need to install SciPy
Of you can check out the R version generalMismatchedFights.R.txt
which requires the data in a separate file: simpleData.txt
|Mar 18 - Mar 22||SPRING BREAK|
|Week 9 Mar 25, Mar 27||Programming Intro, MCMC3||Homework5-2013.pdf (due Wed, April 3rd)|
|Week 10 Apr 01, Apr 03||MCMC continued||coin_contamination.py|
|Week 11 Apr 08, Apr 10||Multiparameter MCMC||latent_variable_MCMC.pdf (notes)|
See coin_contamination.py for a Python template.
An R template is at coin_contamination.R it will write files called MCMC-output.txt and MCMC-samples.txt to its working directory.
Code snippet for running Gelman-Rubin diagnostic on tabular MCMC output.
Convergence Diagnostics Notes by Patrick K. Lam.
|Week 12 Apr 15, Apr 17||Hastings ratio and model jumping||hastingsRatio.pdf|
|Week 13 Apr 22, Apr 24||MTH's notes on JKK's lecture: source code and pdf The homework from 2011 that we discussed in class is here and this is a link to the GLM ML code that I discussed in class.|
|Week 14 Apr 29, May 01||Special topics: based on student suggestions||Lewis et al paper with reversible jump move. Updated multi_parameter_mcmc.pdf notes.
First part of the last homework: Homework7-2013-preview.pdf
Homework7-2013.pdf (with corrections May 17th)
See https://gist.github.com/mtholder/5587724 (python) or https://gist.github.com/mtholder/5587706 (R) as your language preference dictates.
|Week 15 May 06, May 08||Special topics: based on student suggestions|