9 January 2018
The tentative schedule (subject to adjustment, especially towards the end) is (K referes to Kruschke):
(slides) Recap of probability and likelihood; central limit theorem (\(\sqrt{n}\)); Bayes’ rule. The beta-binomial distribution: putting a prior on the probability of success. (K ch. 4, 5, 6)
(slides) Introduction to MCMC and Stan for sampling from posterior distributions, hierarchical models for binary responses, shrinkage. (K ch. 7, 9 and Intro to Stan)
(slides) Assessing power, model choice, and using simulation: looking more at shrinkage, posterior predictive sampling, model comparison. Logistic regression: robustly, including categorical factors. (K ch 13 and 21, with a bit of chapters 10-12)
(slides) Assessing power, model choice, and using simulation: looking more at shrinkage,
Count data: using Poisson regression and hierarchical modeling to fit overdispersion. Model selection by crossvalidation. (K ch 24)
(slides) Continuous (“metric”) data: groupwise means, univariate regression, robust regression by adjusting the noise distribution, friends of ANOVA. (K ch 16, 17, 18)
(slides) Sparsifying priors and variable selection. An in-depth applied example, cumulative. (K ch 19, 20)
(slides) Optimization and variational Bayes in Stan. Review of model building.
(slides) Clustering and categorization: nonnegative matrix factorization. Also: t-SNE in Stan.
(slides) Time series: modeling local dependency, smoothing. Conditional independence.
(slides) Spatial and network covariance: sharing power between related locations. Priors to constrain visualization (e.g., regularized PCA).
And, finally: a review.