CompStat 2012

 

k. utikal

 

Program

Last changes: 09/07/12@21:00

Week

 

Lecture

programs

xtra

Ex

1

 

INTRO2R

 

Intro2R  refcard

 

 

 

 

random...

 

random numbers

 

random...

 

 

ex1

2

 

MONTE CARLO SIMULATION

random numbers generation, inverse sampling

MC4multilevelModel

rngs  probTrans LLNsims

 

 

ex2

3-4

 

acceptance-rejection-method

 

rejectsamp

 

ex3

 

4-5

 

random walks,  intro2MarkovChains

 

siMC

 

ex3aux

 

 

 

 

Bayes

 

bayes

 

 

bayes

 

5

 

INTRO2Bayes

betaBinomial, gammaPoisson, conjugate classes

gaussMean, empirical Bayes  shrinkEmpBayes

bayesBinom bayesPois kidneyCounties normMean baseBall arcSin

maps_in_R

BayesInClass kidneyCancer: kc80 kc85 pops zeroDeathRates

ex4

 

6

 

Gaussian models

invGamma  mean&var&Gibbs 

 

normVar normBoth

Gibbs4normal 

baseball linMods

linReg cholesky Gibbs4linReg

ex5

 

7-8

 

INTRO2WinBugs

Intro2HierarchMods

intro2DAGs(Bayes networks)

multi level normal

growth curve panel model(RATS)

1sampR2WinBugs.R

1sampTestBugs  1sampData

winBugs4normal 

winBugs4linReg

hierarch generation

hierarch WinBugs

lme4onHieraRATS

reduceRATS2constant(misspecify)

winbugsthemovie

hieraNormData

blueBaby

multi modal likelihood of mixtures

misspecification

 Bayes4normDoodle

BUGSmanual

ex6

 

ex7

 

8-9

 

MCMC foundations

MetropolisHastings

GibbSampler

random walk MCMC

indieChain mcPois mcNorm

 badProp

rwRandomNumberGeneration

hieraGausssR2WinBugs.R

hieraGaussBugs

hieraGaussData

hieraGaussGen.R

ex8

 

10-11

 

Gibbs4Bayes

intro2BinaryReg mc4binary

orderedProbits,

 

binReg rwLogitBayes

rwProbitBayes

winBugsLogit

probitGibbs

BRugs

MrozData

 

ex9

 

 

 

 

One

 

 

Week

 

Off

ex10

 

11-12

 

hierarchBinom

changePoints

itemResponse(RaschModel) 

expertSystems

hierarchBinom    votingModel

changePoints

hieraBetaBinR2WinBugs

hieraBetaBinWinBugs

hieraBetaBinProg

MCMCpack coda

http://mcmcpack.wustl.edu/index.html

 

 

 

boot...

 

 

bootstrap

 

 

...strap

 

 

13

 

INTRO2Bootstrap

 

IntroBoot

harmonic

ex11

 

 

 

intro2intro2bootstrap

BootstrapCI paramBootstrap

cgce  CI4med  t-CI4med

 

 

14

 

 stableVar

betterbootCIs

corcofs

betterbootsim paraBoot

boot.pack.R

ex12

image001

 

 

Bias correction

 

noBias 

 

15

 

subsampling, extreme values, Bootstrap smoothing

maxunb  maxBoot  subMax maxSmooth medSmooth

 

 

 

 

 

 

 

 

16

 

Bootstrap regression

bootRegHomsc bootRegHetsc

 

 

 

 

Bootstrap TSA

booTsa  computingTime

 

 

 

 

 

 

 

 

 

 

Review

Review

Review

 

 

 

 

 

formulas

 

 

 

 

 

 end

 

klaus1UrSS11

klaus2UrSS10

 

 

 

Literature

 

1.    Simulation, Fourth Edition (Statistical Modeling and Decision Science) by Sheldon M. Ross  Hardcover: 312 pages Publisher: Academic Press; 4 edition (August 15, 2006),  ISBN-10: 0125980639, ISBN-13: 978-0125980630

 

2.    Bayesian Statistics: An Introduction (Arnold Publication) (Taschenbuch)  von Peter M. Lee: Taschenbuch: 352 Seiten Verlag: Hodder Arnold; Auflage: Third. (26. März 2004), ISBN-10: 0340814055, ISBN-13: 978-0340814055

 

3.    Bayesian Computation with R (Use R) by Jim Albert , Paperback: 270 pages  Publisher: Springer; 1st ed. 2007. Corr. 2nd printing edition (June 11, 2008), ISBN-10: 0387713840, ISBN-13: 978-0387713847

 

4.    Introduction to Applied Bayesian Statistics and Estimation for Social Scientists (Statistics for Social and Behavioral Sciences) by Scott M. Lynch, Springer, Berlin; Auflage: 1 (15. August 2007), ISBN-10: 038771264X  ISBN-13: 978-0387712642

 

5.    Bayesian Data Analysis, Second Edition (Texts in Statistical Science) by Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin, Hardcover: 696 pages,  Publisher: Chapman & Hall/CRC; 2 edition (July 29, 2003), ISBN-10: 158488388X, ISBN-13: 978-1584883883

 

6.    Bayesian Statistical Modelling (Wiley Series in Probability and Statistics) by Peter Congdon, Hardcover: 596 pages  Publisher: Wiley; 2 edition (January 17, 2007), ISBN-10: 0470018755 ,  ISBN-13: 978-0470018750 

 

7.    Introduction to Probability Models, Ninth Edition by Sheldon M. Ross.  Hardcover: 800 pages, Publisher: Academic Press; 9 edition (December 5, 2006), ISBN-10: 0125980620, ISBN-13: 978-0125980623

 

8.    An Introduction to the Bootstrap (Monographs on Statistics and Applied Probability) by Bradley and EfronR.J. Tibshirani  Hardcover: 456 pages Publisher: Chapman & Hall/CRC; 1 edition (May 15, 1994)  ISBN-10: 0412042312 ISBN-13: 978-0412042317

 

9.    Bootstrap Methods and Their Application (Cambridge Series in Statistical and Probabilistic Mathematics , No 1) by A. C. Davison(Author), D. V. Hinkley , Paperback: 592 pages , Cambridge University Press; 1 edition (October 28, 1997) ISBN-10: 0521574714,  ISBN-13: 978-0521574716

 

10. Computational Statistics (Wiley Series in Probability and Statistics) by Geof H. Givens, Jennifer A. Hoeting, Hardcover: 448 pages Publisher: Wiley-Interscience; 1 edition (February 2, 2005) ISBN-10: 0471461245 , ISBN-13: 978-0471461241