MATH 5396: Introduction to Bayesian Statistics
Fall 2005
CU 656, 4:00-5:15 p.m. TR

Instructor: Professor Barbara Bailey
Office: CU 613
Office phone: 303-556-4811
e-mail: bbailey@math.cudenver.edu

Office Hours: Tuesday 2:30-3:45, Thursday 2:30-3:45, or by appointment.

Class web page: www-math.cudenver.edu/~bbailey/5396

Textbook: A. Gelman, J. Carlin, H. Stern, and D. Rubin, Bayesian Data Analysis, 2nd Ed., Chapman & Hall/CRC, 2003.

Prerequisites: MATH 3800 or both MATH 4810 and 4820 (or equivalent). Some computer programming experience.

Grading:

• Homework: 30%
  Homework assignments will be given weekly. Collaboration is strongly encouraged!
  Late homework will not be accepted. You may drop your lowest percentage score.
  Some assignments will involve computing using statistical packages and tutorials will be available.

• Midterm Exam: 25%
  The midterm exam will have an in-class part and a take-home part, given on October 13.

• Data Analysis Project: 15%
  The project will be due by the end of the semester and will consist of a brief report and a brief presentation to the class.

• Final Exam: 30%
  The final exam will be a comprehensive, take-home exam.

• Review of probability
• Single-parameter models and the Bayesian paradigm
• Multi-parameter models
• Large-sample theory
• Conditional independence models
• Model checking
• Computation methods (interspersed)

Course objectives:

• Introduce the fundamentals of the Bayesian paradigm
• Compare Bayesian and frequentist ideas
• Investigate the power of the Bayesian approach in analyzing complex models
• Develope the computational techniques needed to analyze these models
• Course overview (by Mark Fitzgerald)

Additional Dynamic Course Links:

• Calendar
• Homework Assignments
• R - statistical software - Get your own FREE copy of R from the R Homepage
• Home page for the text book, Bayesian Data Analysis
• Here are some introductory lessons in R
• Here is the Data Analysi Project Information (including Guidelines for the Written Report)
• Take-home Final Exam availble off the course Calendar on Dec. 6

• CLAS students must always have an accurate mailing and e-mail address: www.cudenver.edu/registrar
• Students are responsible for completing financial arrangements with financial aid, family, scholarships, etc.
• 15 August (5:00 p.m.) Payment plan deadline for students registering by 22 July 2005. Students who have not applied for financial aid are administratively disenrolled for non-payment.
• 25 August (midnight) Last day to be added to the wait-list for a closed course.
• 29 August - 7 September Students are responsible for verifying an accurate Fall 2005 registration via SMART.
• 1 September (midnight) Last day to add courses via the web SMART system.
• 7 September (5:00 p.m.) Last day to add 16-week structured courses without a written petition for a late add. The 7 September deadline does not apply to independent study, internships, and late-starting modular classes.
• 7 September (5:00 p.m.) Last day to drop a Fall 2005 course for tuition refund and no transcript notation.
• 7 September (5:00 p.m.) Last day for undergraduates and graduates to apply for December 2005 graduation.
• 16 September (5:00 p.m.) Last day for CLAS students to add a Fall 2005 course. Treated as an absolute deadline.
• 31 October (5:00 p.m.) Last day to drop a Fall 2005 course without college approval.
• 11 November (5:00 p.m.) Last day for CLAS students to drop a Fall 2005 course. Treated as an absolute deadline.
• 9 December (5:00 p.m.) Last day to withdraw (drop all courses) without a written petition.

Consult the Academic Calendar for details of other dates and deadlines: www.cudenver.edu/registrar