STAT301 004 Introduction to Statistical Methods

University of Colorado Denver College of Liberal Arts and Sciences MATH 6393 – Introduction to Bayesian Statistics Spring 2012

Professor: Joshua French Office: CU-611 Phone: 303-556-6265 Email: [email protected] Course website: http://blackboard.cuonline.edu. Do not email me through Blackboard! I am not likely to see this email and thus, will probably not respond.

Class Meeting Times: Tuesday and Thursday from 5:00-6:15PM in CU-626.

Office Hours: Tuesday and Thursday from 12:00-1:30 PM and by appointment.

Course Description: Prior and posterior distributions, conjugate models, single and multiparameter models, hierarchical models, mixture models, numerical methods for evaluating posteriors, Monte Carlo methods, and Markov chain Monte Carlo.

Instructor Description: In this course you will learn how to do applied Bayesian analysis. You will not only learn the fundamentals of Bayesian statistical inference, but how to perform Bayesian analysis on real data. You will also learn how to use statistical software to perform Bayesian analysis and construct standard applied models.

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

Objectives: By the end of this course, students should:  Be familiar with basic concepts of Bayesian statistical inference.  Understand the differences between Bayesian and frequentist approaches to statistics.  How to use Markov chain Monte Carlo (McMC) and other computational techniques for performing Bayesian analysis.  How to use standard applied Bayesian models.  How to assess model fit and compare models.

Required Textbook: Bayesian Data Analysis, 2nd edition by Gelman, Carlin, Stern and Rubin.

Computing: We will use freely available statistical software packages to perform Bayesian data analysis in this class. The two programs that we will use are:

Joshua French Page 1 of 9 Syllabus  R - A free, cross-platform statistical package that is extremely powerful. It is the standard statistical computing language in academia and becoming more popular in the public and private sector. The language is somewhat similar to Matlab. We will cover all of the necessary details in class.  Win/OpenBUGS – The BUGS project aims to make practical McMC methods available to applied statisticians. The software is free and similar in many ways to R. Unfortunately, WinBUGS is only available on the Windows operating system. OpenBUGS is available on Windows and Linux machines, but doesn’t seem to play nicely with Macintosh computers. Supposedly, you can install these programs using Wine and WineBottler, but I haven’t been able to do so yet.

Grades:

Homework: Homework problems will be assigned for each chapter. On the designated days, students are expected to turn a physical paper copy of their completed homework into the professor by the end of class. Except for documented health, disability, or emergency reasons or prior approval, missed or late homework assignments will be scored as a zero. Some of the assigned problems will be selected for grading (as few as one problem and as many as all of them). These problems alone will be used to determine a student’s grade for that assignment. Solutions will be posted after homework has been graded.

Exams: There will be two midterm exams during the semester. The first exam will be completed on February 23rd and the second exam will be completed on April 5th. Without prior approval or a documented health, disability, or emergency reason, missed exams will be scored as a zero.

Project: All students will be expected to complete a final project demonstrating their mastery of the material in this course. These projects will be presented the last day of class. More details will be given at a later time.

Final grades will be determined according to the following weighting scheme: Final Grade = (Homework Grade) * (.25) + (Exam 1 Grade) * (.25) + (Exam 2 Grade) * (.25) + (Project Grade) * (.25).

Homework 25% Exam 2 25% Exam 1 25% Project 25% Letter grades will be determined by the following scale:

Percentage Letter Grade 80 up to 82 B- 92 or higher A 90 up to 92 A- Percentage Letter Grade 88 up to 90 B+ 78 up to 80 C+ 82 up to 88 B 70 up to 78 C

Joshua French Page 2 of 9 Syllabus 68 up to 70 D+ 60 up to 62 D- 62 up to 68 D Below 60 F

Academic Honesty Policy: Students are responsible for completing all quizzes and exams without assistance (either voluntary or involuntary) from other students unless otherwise directed by the instructor. If you have a question regarding the wording of a problem on an exam, you may ask me to assist you with the wording. The minimum punishment for any form of cheating is a zero on the assignment, quiz, exam, etc. Discussion of the homework assignments between students can be helpful, and is encouraged. Homework assignments should not be copied and work should not be shared. Plagiarism is the use of another person’s words or ideas without crediting that person. Plagiarism and cheating will not be tolerated and may lead to failure on an assignment, in the class, and dismissal from the University. For more information see the Academic Honesty Handbook. Official university procedure will be followed if academic dishonesty is found.

Students with Disabilities: The University of Colorado Denver is committed to providing reasonable accommodation and access to programs and services to persons with disabilities. Students with disabilities who want academic accommodations must register with Disability Resources and Services (DRS), North Classroom 2514, Phone 303-556- 3450, TTY 303-556-4766, Fax 303-556-4771. DRS requires students to provide current and adequate documentation of their disabilities. Once a student has registered with DRS, DRS will review the documentation and assess the student’s request for academic accommodations in light of the documentation provided. Once you provide me with a copy of DRS’s letter, I will be happy to provide the accommodations DRS has approved.

Absences, Tardiness, Homework, Quizzes, and Exams: Except for documented health, disability, or emergency reason or prior approval, I will not accept excuses for absences or tardiness. Unless otherwise specified, missed or late homework, quizzes, or exams will be scored as a zero. Documentation of disability or health related issues must be provided to Disability Resources and Services, North Classroom 2514, Phone 303-556-3450, TTY 303- 556-4766, Fax 303-556-4771.

Joshua French Page 3 of 9 Syllabus Expectations, Keys to Success, and Other Details:  This class requires certain prerequisite knowledge (especially about probability). You may need to do additional study to recover/develop some of the concepts I am expecting you know.  This is a graduate-level course. Expect to put a lot of time and effort into completing homework assignments and studying for exams. Simply coming to class will not prepare you for success in this course. You will need to work hard to apply the concepts and tools we discuss in class.  Class attendance and participation is expected. If you frequently miss class, you are not likely to do well in this course.  Students are expected to enter class on time and remain in class for the duration of the class period. It is rude to get up and leave during the middle of the class.  Do not use your computers during class except to take notes or perform analysis.  Students are expected to ask questions (during class or office hours) if they are confused. I hope to see all of you in my office at some point. It is your responsibility to ask for help!  Students are expected to read the relevant sections of the book. The book will go in greater detail than I am able to go in class and will be helpful in understanding the lecture material. Material should be read BEFORE the appropriate lectures.  Homework should be completed as the homework sets are assigned. Students will find little benefit in rushing to complete homework assignments.  Course announcements will often be made via email. Emails will be sent to your ucdenver.edu email address per university policy. You are responsible for the information contained in any email messages I send you, regardless of whether the information is repeated in class. It is your responsibility to maintain this email address.  Lectures notes and other material will be made available through Blackboard. Make sure to check for new course content and announcements frequently.  Students will be able to pick up graded assignments directly from me in my office.  Turn off cell phones during class.  Adherence to the Student Conduct Code is expected.

Joshua French Page 4 of 9 Syllabus Tentative Course Schedule: The following course schedule is tentative. The exam due dates are fixed but the material covered on the exams is subject to change. Homework assignment due dates will be determined by how quickly we move through material and will be given throughout the semester. I reserve the right to modify the schedule at any time.

Assign Date Week Day Topic Reading ment 17-Jan 1 T Background, Single Parameter Models 1, 2.1-1.5 19-Jan 1 R Background, Single Parameter Models 1, 2.1-1.5 24-Jan 2 T More Single Parameter Models 2.6-2.9 26-Jan 2 R More Single Parameter Models 2.6-2.9 Hw 1 31-Jan 3 T Multiparameter Models 3 2-Feb 3 R Multiparameter Models 3 Hw 2 7-Feb 4 T Large-sample inference, frequentist properties 4 9-Feb 4 R Large-sample inference, frequentist properties 4 Hw 3 14-Feb 5 T Hierarchical models 5 16-Feb 5 R Hierarchical models 5 Hw 4 21-Feb 6 T Hierarchical models 5 23-Feb 6 R Exam 1 28-Feb 7 T Model checking 6 1-Mar 7 R Model checking 6 6-Mar 8 T Data collection 7 8-Mar 8 R Data collection 7 Hw 5 13-Mar 9 T Challenges and Advice 8 and 9 15-Mar 9 R Challenges and Advice 8 and 9 Hw 6 20-Mar T Spring Break 22-Mar R Spring Break 27-Mar 10 T Computation 10 29-Mar 10 R Computation 10 Hw 7 3-Apr 11 T Computation 10 5-Apr 11 R Exam 2 10-Apr 12 T Posterior simulation 11, App. C 12-Apr 12 R Posterior simulation 11, App. C 17-Apr 13 T Regression 14 19-Apr 13 R Regression 14 Hw 8 24-Apr 14 T Hierarchical linear models 15 26-Apr 14 R Hierarchical linear models 15 Hw 9 1-May 15 T Generalized linear models 16 3-May 15 R Generalized linear models 16 Hw 10 Final TBA TBA Project Presentations Exam

Joshua French Page 5 of 9 Syllabus Joshua French Page 6 of 9 Syllabus Spring 2012 CLAS Academic Policies The following policies pertain to all degree students in the College of Liberal Arts and Sciences (CLAS).  Schedule verification: It is each student’s responsibility to verify online that his/her official registration is correct: verify before classes begin and prior to the drop/add deadline. Failure to verify schedule accuracy is not sufficient reason to justify a late add or drop.  E-mail: Students must activate and regularly check their official student e-mail account for CU Denver business: http://www.ucdenver.edu/student-services/Pages/WebMail.aspx. Those who forward email must check CU Denver e-mail regularly for messages not automatically forwarded.  Waitlists: Students are not automatically notified if they are added to a class from a waitlist. Students are not automatically dropped from a class if they never attended, stopped attending, or do not make tuition payments. Waitlists are purged after the 1st week of classes, after which a paper Schedule Adjustment Form (drop/add form) is required. It is the student's responsibility to get the form (online or at the Advising Office, NC 4002), have it signed, deliver it to the Registrar (Annex 100) or the Student Services Center (NC 1003), and verify her/his schedule online.  Late adds (after 1 February) will be approved only when circumstances surrounding the late add are beyond the student’s control. This will require a written petition and verifiable documentation. Petition forms are available in NC 4002. The signature of a faculty member on a Schedule Adjustment Form does not guarantee that a late add petition will be approved.  Late drops (after 1 February) will be approved only when circumstances surrounding the late drop have arisen after the published drop deadline and are beyond the student’s control. This will require a written petition and verifiable documentation. The signature of a faculty member does not guarantee that a late drop petition will be approved.  Tuition: Students are responsible for completing arrangements with financial aid, family, scholarships, etc. (depending on tuition plan selected) to pay their tuition prior to Census Date (1 February). Students who drop after that date are (1) financially responsible for tuition and fees, (2) academically responsible and will receive a "W" grade, and (3) are ineligible for a refund of COF hours or tuition.  Graduation: Undergraduate students wishing to graduate in spring 2012 must complete the online Intent to Graduate Form and meet with their academic advisor to obtain a graduation application. This application must be submitted by Census Date (1 February). You can obtain an application only after meeting with your advisor. There are no exceptions to this policy. Graduate students wishing to graduate in spring semester 2012 must complete the online Intent to Graduate form and have a Request for Admissions to Candidacy on file with the CU Denver Graduate School (LSC 1251) no later than 5 PM, February 1, 2012.

Joshua French Page 7 of 9 Syllabus Important Dates and Deadlines  January 17, 2012: First day of classes.  January 22, 2012: Last day to add or waitlist a class using the UCDAccess student portal.  January 23, 2012: Last day to drop without a $100 drop charge--this includes section changes.  January 24, 2012: Waitlists are dropped. Students are no longer automatically added from a waitlist (and names not on the official course roster are not registered for the course). Adding a course now requires the completion of a Schedule Adjustment Form. This is the first day an instructor may approve a Schedule Adjustment Form to add a student to a closed course.  January 24 - February 1, 2012: Students are responsible for verifying an accurate spring 2012 course schedule via the UCDAccess student portal. Students are not notified of their waitlist status by the University. All students must check their schedule prior to February 1 for accuracy.  February 1, 2012: Census date.  2/1/12, 5 PM: Last day to add structured courses without a written petition for a late add. This is an absolute deadline and is treated as such. This deadline does not apply to independent studies, internships, project hours, thesis hours, dissertation hours, and late-starting modular courses.  2/1/12, 5 PM: Last day to drop a spring 2012 course or completely withdraw from all spring 2012 courses using a Schedule Adjustment Form and still receive a tuition refund, minus the drop fee. After this date, tuition is forfeited and a "W" will appear on the transcript. This includes section changes. This is an absolute deadline and is treated as such.  2/1/12, 5 PM: Last day to apply for spring 2012 graduation. Undergraduates must make an appointment and see their academic advisor before this date to apply for graduation. Graduate students must complete the Intent to Graduate and Candidate for Degree forms.  2/1/12, 5 PM: Last day to request pass/fail or non-credit option for a course.  2/1/12, 5 PM: Last day to petition for a reduction in Ph.D. dissertation hours.  February 13-22, 2012: Faculty can use the Early Alert system.  March 19-25, 2012: Spring break (no classes/campus open).  April 2, 2012 at 5 PM: Last day for non-CLAS students to drop or withdraw without a petition and special approval from the academic dean. After this date, a dean’s signature is required.  April 16, 2012 at 5 PM: Last day for CLAS students to drop or withdraw with signatures from the faculty and dean but without a full petition. After this date, all schedule changes require a full petition. Petition forms are available in NC 4002 for undergraduates and LSC 1251 for graduates.  May 7 - 12, 2012: Finals Week. No schedule changes will be granted once finals week has started. There are NO exceptions to this policy.

Joshua French Page 8 of 9 Syllabus May 21, 2012: Final grades available on UCDAccess (tentative).

Joshua French Page 9 of 9 Syllabus