MAS4303, Modern Bayesian Inference
Semester 1, 2008-9
MAS4303 students should "Bookmark" this page!
Timetable
Times and locations of classes are as follows.
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Day Time Room Class
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Tuesday 1-2 Stephenson T12 Lecture
Thursday 11-12 King George VI PC Lawn Practical/Tutorial
Thursday 3-5 Agriculture 305 Lecture
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An attendance register will be taken at each problem or practical class. Please note
that a good attendence record will be taken into account when deciding
whether to pass students with borderline assignment/exam marks.
Lecture notes
![[Get Acrobat Reader]](http://www.adobe.co.uk/images/getacro.gif)
Lecture notes will be posted below, together with solutions to
problems. Extra lectures will be added to the notes as they are written. They are in pdf format and you will need Acrobat Reader to view them - click on the link to download your own (free) copy.
Assessment
The assessment of the module consists of a 2-hour examination at the end
of Semester 2 (70%), 4 sets of assessed problems (20% in total: 5% each) and two tests (10% in total: 5% each).
Specimen examination questions for my part of the module, in the actual exam format, are available here.
Data
- Abrasion loss
data.
- Butter fat
data.
- Heights and weights of eleven-year-old girls:
data.
- Salinity measurements (Bimini):
data.
- Aircraft fatalities example:
data.
- IBM stock price:
data.
- Simulated mixture:
data.
- Time intervals between eruptions of ``Old Faithful'' geyser:
data.
- Logs of time intervals between eruptions of ``Old Faithful'' geyser:
data.
- Road vehicle headways (1st set):
data.
- Road vehicle headways (2nd set):
data.
- Deaths in surgey (Problems 4):
surgicaldata.
- Data for epilepsy example:
epilndata
epilxdata
epilydata.
- Data for rats example (Practical 5):
ratsxdata
ratsydata.
Information on R and BUGS
An Introduction to R can be downloaded
here.
The WinBUGS manual can be downloaded
here.
- R function for linear models: linmod.
- R function for several normal samples, conjugate prior: oneway.
- BUGS model for ``Babies'' example: babiesbug.
- BUGS model for ``Tonsils'' example: tonsilsbug.
- BUGS model for ``Abrasion loss'' example with missing data: abmissbug.
- BUGS model for integrated moving average IMA (0,1,1) process: imabug.
- BUGS model for simulated normal mixture: mixturenormbug.
- BUGS model for ``Old Faithful'' log intervals (normal mixture): faithnormbug.
- BUGS model for ``Old Faithful'' intervals (gamma mixture): faithgammabug.
- BUGS model for ``Old Faithful'' log intervals (normal HMM - approx method): faithnormhmmbug.
- BUGS model for vehicle headways (independent): headway0bug.
- BUGS model for vehicle headways (HMM - approx method): headway3bug.
- BUGS model for rats example (Practical 5): ratsbug.
Please report to me any
errors or suggested improvements to these notes.