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