STK4021 - Applied Bayesian Analysis

Semester page for STK4021 - Autumn 2017

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Exercises for Wed Nov 29

1. I've uploaded com33b (for Exam 2012, Belgian laboratories), com34a (for Exam 2012, sure menn og blide koner), com35a (for old Egypt lifelengths, Nils Exercise 8, MCMC).

I'll also upload R scripts from Ida Scheel, for her exam project questions 2016.

2. Importantly, I've also uploaded the Four-Hour Exam set from December 2015. Work them through!

3. For Wed Nov 29 I'll first round off the Belgian laboratories, then go in "let's repeat what we've learned" modus, looking through the curriculum. I'll also answer queries and respond to comments etc. We may use part of the time to discuss points from the Four-Hour Exam set from 2015.

As usual (!), I'll also another half hour, 15:20 to 15:50, for those interested. You may send me questions in advance.

4. There's a Time Window modification for the Exam Project. It's being made available on *Thu Nov 30 before 12:00*, as agreed, but you're generously being another day before the deadline for handin...

Nov. 23, 2017 5:47 PM
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Exercises for Wed Nov 22

1. On Wed Nov 15, Nils was busy with the FocuStat Research Kitchen ("From Processes to Models"), but Ida Scheel went through the main aspects of the Exam problems 1 and 2 from 2016.

2. For Wed Nov 22, go through as much as you can from the following. (a) Exam stk 4020 2012 Exercise #3, #1; (b) Nils Exercise 8. For the latter, carry out the analysis using (i) the normal approximation and (ii) MCMC.

3. I'm again offering an extra half hour, from 15:20 to 15:50, for extra questions, queries, details, etc. You may send a mail if there's anything in particular you might wish to have discussed or clarified.

http://www.uio.no/studier/emner/matnat/math/STK4020/h12/exam_stk4020_2012final.pdf

Nov. 16, 2017 11:43 PM
Exercises for Wed Nov 15

1. On Wed Nov 8 I discussed more MCMC, with emphasis on the Metropolis algorithm and its uses, and also the Gibbs sampler. I also went through various details related to Exam 2015, #2, the ensemble of geometric probabilities. Furthermore I touched general regression models, outside the classical linear regression framework.

2. On Wed Nov 15 I'm busy with the FocuStat Research Kitchen ("From Processes to Models). Ida Scheel will teach then, and use perhaps most of the time for going through the two Exam Project problems for 2016 (when Ida had this course).

3. On Wed Nov 22 there's another opportunity to take up details and queries, in an extra half hour 15:20 to 15:50.

4. A clear curriculum list will be uploaded shortly. About the only part still remaining for us is the first half of the regression chapter 14.

5. Earlier I've uploaded a file from Sam-Erik Walker, with details for Exam 2008 #1. I've now upl...

Nov. 9, 2017 10:08 AM
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MCMC and Exercises for Wed Nov 8

1. I've uploaded com29a, for a clear illustration of MCMC, for sampling from a given p(theta), here in dimension 1. Play with the a and b parameters to gain insight. Do the rest of Exam stk 4021 2015 #2, with your own MCMC for p(a,b|data).

2. I've also uploaded com30a, for Exam 2015, #2, an ensemble of geometric probabilities, where I also compute and compare *risk functions*. There'll be a follow-up com30b too, with MCMC.

3. On Wed 1, I went through basic MCMC theory, concentrating on the simple but general Metropolis algorith, I also did most of Exam 2015 #2, but not all.

4. For Wed 8, finish the remaining points of Exam 2015, #2, which involves setting up an MCMC for p(a,b | data) in that context.

5. On Wed 8 I'll do some more from Ch 5, along with some more MCMC. 

6. Also on Wed 8 Nils offers his time, from 15:20 to 15:50, for going through more details at a lower pace, answering questions, etc.

Nov. 3, 2017 8:46 AM
Exercises for Wed Nov 1

1. On Wed Oct 25, I went through two previous Nils Exam Project exercises -- 2004, #4, hierarchical Bayes for an ensemble of probabilities, and 2008, #3, lifetimes from Roman era Egypt, with Weibull. I also discussed general aspects of Ch 5, and spent a few minutes on the basic MCMC ideas.

Note that I've placed R scripts com27a and com28a on the website, for these two exam project exercises.

2. For Wed Nov 1, do Exam 2015 #2, another hierarchical model exercise. Also, attempt to set up an MCMC to simulate from the target density of type

p(theta) = 0.25*exp(-abs(theta-a0)) + 0.25*exp(-abs(theta+a0))

with a0 = 2.00. Do this by proposals theta[i+1] being a uniform on [theta[i] - b0, theta[i] + b0], where you try out a decent b0.

3. On Wed Nov 1, I will spend *some* time to round off the essence of Ch 5, and then talk on MCMC (the last Big Thing in the course).

4. On Wed Nov 1, we have an extra ha...

Oct. 26, 2017 10:36 AM
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