Biostats 285 tentative schedule and handouts (expect frequent updates)
Week | Class Dates | Tentative Topic | Posts | Readings | Assignments |
---|---|---|---|---|---|
1-2 | 3/29, 3/31, 4/5, 4/7 | Review: Monte Carlo and classical MCMC (slides, code) | BIDA Ch. 6, Further reading: Geyer’s intro to MCMC, Tierney (1994) | ||
3 | 4/12, 4/14 | Nimble tutorial | |||
4 | 4/19, 4/21 | Adaptive MCMC | Optimal Proposal Distributions and Adaptive MCMC; Further reading: A tutorial, Examples | ||
5 | 4/26, 4/28 | Hamiltonian Monte Carlo | MCMC using Hamiltonian dynamics, Notes, Class notes | ||
6 | 5/3, 5/5 | Stan tutorial | |||
7 | 5/10, 5/12 | Reversible jump | |||
8 | 5/17, 5/19 | Slice sampler and elliptical slice sampler | |||
9 | 5/24, 5/26 | Student project workshop | |||
10 | 5/31, 6/2 | Student presentations | Final project, due 6/2 |