John Kelly | jkk@ku.edu | 864-3706 | 5005 Haworth |
Mark Holder | mtholder@ku.edu | 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 |
HW2_Likelihood_2013.pdf |
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
num_opt_summary_example_code_intro.pdf generalMismatchedFights.py.txt Save this as generalMismatchedFights.py and run using:
python generalMismatchedFights.py 0.5 1000
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, MCMC | 3
Homework5-2013.pdf
(due Wed, April 3rd)
"https://phylo.bio.ku.edu/slides/templateParametricBoot.py.txt Notes: BayesianMCMC-2013.pdf |
Week 10 Apr 01, Apr 03 | MCMC continued | coin_contamination.py |
Week 11 Apr 08, Apr 10 | Multiparameter MCMC |
latent_variable_MCMC.pdf
(notes)
Homework6-2013.pdf 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 |