Schedule (subject to change!)

Warning: Dates in the future (in particular, assignment release and due dates) will sometimes change to adjust to the pace I cover the material.

Note: files for assignments under Files.

Note: Unless noted otherwise, readings are in 'The Bayesian Choice', C.P. Robert.

Meeting	Notes	Topics	Readings	Homework (out)	Homework (due)
02/25		Overview, logistics, foundational concepts based on a discrete example	Chapter 3	Exercise 1
02/27		Prediction, calibration, credible intervals, goodness-of-fit/predictive checks, debugging Bayesian code,
03/04	Project idea discussion during office hours	Doob, well/mis-specified divide, unidentifiability	4.1, 5.5		Exercise 1
03/06		Bernstein von-Mises, exchangeability, de Finetti, using Monte Carlo samples		Software install HW
03/11		Basic model building using JAGS (GLMs, AB testing)	4.3, 4.4, 4.5	Exercise 2	Software install HW
03/13		Hierarchical models	10.2
03/18	Project idea discussion during office hours	First look under the hood: slice sampling	Chapter 6		Exercise 2
03/20		More advanced MCMC techniques: Parallel Tempering in Blang and HMC in Stan
03/25		Decision theory	Chapter 2, 4.2		Poject abstract due
03/27		Decision theory, continued. Clustering. Model selection.	Chapter 7	Exercise 3
04/01		Model selection, continued.
04/03		Overview of further topics (from: reference priors, ABC, pseudo-marginal methods)			Exercise 3
04/24					Project report