TENTATIVE PLAN

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  • Week 3: Motivate simulation. Inversion. Transformation. Chapter 1 Gamerman & Lopes
  • Week 4: Rejection sampling. Chapter 1 Gamerman & Lopes (R-code examples.
  • Week 5: Some Bayes theory. Monte Carlo integration. Chapter 2.1-4 and 3 Gamerman & Lopes. R code samples
  • Week 6-7: Exercise 1

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  • Week 8: Bayes theory. Markov chains. Chapter 2 and 4 Gamerman & Lopes (Monday 1515-1700, Tuesday 1015-1200)
  • Week 9: Gibbs sampling. Chapter 5 Gamerman & Lopes. R code examples (Monday 1515-1700, Tuesday 1015-1200)
  • Week 10-11: Metropolis Hastings. Chapter 6 Gamerman & Lopes. R code examples. (Monday 4 and 11 March, 1515-1700)
  • * * INLA ideas.
  • Week 12: Exercise 2
  • Week 13-14: Easter

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  • Week 15: Optimization by Expectation maximization. Mixtures, kernels and classification. (Note), (Note)
  • Repetition: (Slides)
  • Week 16: Bootstrap. (Note)
  • Repetition: (Slides)
  • Week 17: Permutation tests. Cross-validation. (Note), (Note)
  • Week 18: Exercise 3
2013-04-16, Jo Eidsvik