Bayesian Data Analysis
Lee-Xieng Yang
9/14/2021
Introduction
In this course, students will be introduced what Bayesian methods are, including how to estimate parameters in a Bayesian way, how to implement a Bayesian model, how to do model comparisons in a Bayesian way, how to create and implement the models in different psychology subdivisions, and how to implement hierarchical Bayesian model (aka mixed effect models).
Members of This Class
Lecturers:
- Lee-Xieng Yang (NCCU)
Classmates:
- Who register for this course on the course system at NCCU
A Little History
Thomas Bayes (1701-1761)
- University of Edinburgh to study logic and theology (1719-1722)
- He is known to have published two works in his lifetime, one theoretical and one mathematical
- In his late years, he took a deep interest in probability (1755-1761)
- His work and findings on probability theory were passed in manuscript form to his friend Richard Price after his death
Why isn’t every statistician a Bayesian?
According to Lindley (1986), the possible answers include:
Statisticians don’t know what the Bayesian paradigm says. There are very few universities in the world with statistics departments that provide a good course in the subject.
The subject is quite hard for someone who has been trained in the sampling-theory approach to understand.
Bayesians are poor writers. The seminal books by Jeffrey (1961) and de Finetti (1974, 1975) are difficult reading.
How popular are Bayesian related topics in academic journals?
- Google scholar search for keyword = Bayesian
- Google scholar search for keywords = Neural Network Model
- From 1995 to 2005, the number of papers with Bayesian as keyword increased to 45 times.
- In the same time period, the number of papers with Neural Network Model as keyword increased to 23 times.
- Apparently, Bayesian relevant topics have gained more attention from academics.
Syllabus
See the web page on NCCU.
Text Books
- Lee & Wagenmakers (2013). Bayesian Cognitive Modeling: A Practical Course. Cambridge University Press, UK.
- Kruchkes, J. K. (2015). Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan. Elsevier, UK.
Your grade
- Homework (70%): Normally, every student will have homework every week.
- Project (30%): In this semester, every student is required to finish a project and make an oral presentation in class near the end of this semester. Also, students have to hand in the written report of their project by the end of this semester.