Notes

Bayes Theorem
See sections 2.1 - 2.6 of the Hoff book.

The IID Bernoulli Model
See section 3.1 of the Hoff book.

Polling data pdf
Polling data RMarkdown file


Using a Non-Conjugate Prior on a Grid
RMarkdown file


The Normal Mean (standard deviation known)

The Normal Standard Deviation (mean known) 

     Canadian Returns

multivariate change of variable

The Dirichlet Distribution and the multinomial 

     Testing Independence Between Gender and Tenure

More on the Multivariate Normal 

Markov Chains 
   Simulate a Simple Two-State Markov Chain (pdf)
   Simulate a Simple Two-State Markov Chain (Rmd)

Gibbs Sampling and  Hierarchical Means   ( R script for Hierachical means example from Hoff) (math scores data)

Regression 
Note that there is a typo, should have beta' (X'y) not beta (X'y)
   Ridge Regression
   Ridge Regression R example
   beta|sigma again
   simple beta|sigma R code


Probit (Albert and Chib) and (will do Mixture of Normals later)

AR(p)
   bayesfuns.R
   do-sim-ar1.R


Reversible Markov Chains and the Metropolis Hastings Algorithm
Continuous Version, RW and Indepedence Proposal
mh.R


Stochastic Search Variable Selection 

State Space Models and FFBS:
Hotels Problem
intro to state space models
FFBS
R code for hotels example
Forward Filtering for Simple Hotels model


Bayesian Models as Graphical Models:
graphical models
Graphical Models for Hierarchical Means


Multivariate Bayes:
Y ~ N(mu,Sigma), iid

Model Selection:
Model Selection

Conjugate Prior Regression:
Regression with the Conjugate prior

Analytic Approximations:
Analytic Approximations to Posteriors and Model Probabilities, BIC

Latent Dirichlet Allocation:
Latent Dirichlet Allocation model for undirected text analysis

Multivariate Regression:
Multivariate Regression

Multivariate Regression with independence prior:
Multivariate Regression with independence prior.

Dirichlet Process Mixtures, Nonparametric Bayes DP

Approaches to Inference:
Approaches to inference.


Probit (Albert and Chib) and Mixture of Normals

conditional probability notes
Note: pages are out of order, but the numbering on the pages is correct.
R script to plot the joints and conditionals

The Normal Mean with the constant 

Testing equality of normal means 

Bayesian Model Selection