STAT 576 Bayesian Analysis

Fall 2024

Course Info

• Instructor: Chencheng Cai
• Email: chencheng.cai@wsu.edu
• Lecture: Tu/Th 12:05 - 1:20 PM @ SLOAN 7
• Office Hours: Tu/Wed 1:30 - 3:30 PM @ Neill Hall 405 or by appointment

Syllabus (PDF)

Lecture Notes

1. Lecture 0: Overview [Lecture Version] [Handout Version]
2. Lecture 1: Review on Prerequisites [Lecture Version] [Handout Version]
3. Lecture 2: Bayesian Inference I [Lecture Version] [Handout Version]
4. Lecture 3: Bayesian Inference II [Lecture Version] [Handout Version]
5. Lecture 4: Asymptotic Properties of Bayesian Inference [Lecture Version] [Handout Version]
6. Lecture 5: Hierarchical Models [Lecture Version] [Handout Version]
7. Lecture 6: Model Checking [Lecture Version] [Handout Version]
8. Lecture 7: Bayesian Computation [Lecture Version] [Handout Version]
9. Lecture 8: Markov Chain Simulation [Lecture Version] [Handout Version]
10. Lecture 9: Hybrid Markov Chain [Lecture Version] [Handout Version]
11. Lecture 10: State Space Models and Sequential Monte Carlo I [Lecture Version] [Handout Version]
12. Lecture 11: State Space Models and Sequential Monte Carlo II [Lecture Version] [Handout Version]
13. Lecture 12: Bayesian Regression Models [Lecture Version] [Handout Version]
14. Lecture 13: Nonparametric Models [Lecture Version] [Handout Version]

Homework

1. Homework 1. Due Sept. 18. [Problems] [Solution]
2. Homework 2. Due Oct. 4. [Problems] [Solution]
3. Homework 3. Due Nov. 1. [Problems]
4. Homework 4. Due Dec. 13. [Problems]