CSI 991
Seminar in Computational Statistics:
Comparison of Bayesian and Frequentist Methods in Statistics
Spring, 2012
Fridays 4:00pm -- 5:00pm, room varies.
Research I, Room 301 is the default room, but if that room is taken,
we will meet in Research I, Room 161 except for the following dates:
March 30 Innovation Hall, Room 316
April 13 Research I, Room 92
April 20 Research I, Room 92
CSI 991
Section 002
Contacts:
csutton@gmu.edu
jgentle@gmu.edu
The seminar will be conducted in the form a workshop.
Participants are encouraged to put
R
and
WinBUGS
on their own laptops, and to bring them
to the seminars.
Students who are enrolled in the class will have a choice of either
regular attendance and
participation (in the form of brief presentations or writing code to do the computations
for various analyses), or
attending only on April 13 and April 20, on which dates they will make
two 20-minute presentations on a single topic in computational statistics.
The main reference text is
A Comparison of Bayesian and Frequentist Approaches to Estimation
by Francisco J. Samaniego.
The full text of this book is available online through
Springer Link.
This can be accessed by any computer on the gmu.edu domain. From outside that domain,
Springer Link can be accessed using a valid GMU email account.
We may also work problems in
Bayesian Ideas and Data Analysis,
by Ronald Christensen, Wesley Johnson, Adam Branscum, and Timothy E. Hanson
Website for book; downloads, etc.
Schedule
- January 27 (Innovation 316)
Organization and plans.
- February 3 (Innovation 316)
General discussion of Bayesian methods.
- February 10 (Research 301 or Research 161)
Discussion of first two chapters in Samaniego.
- February 17 (Research 301 or Research 161)
Discussion of first three chapters in Samaniego.
- February 24 (Research 301 or Research 161)
Discussion of Chapter 3 in Samaniego.
- March 2 (Research 301 or Research 161)
Discussion of Chapter 4 in Samaniego.
- March 9
No meeting.
- March 16
No meeting.
- March 23 (Research 301 or Research 161)
Discussion of Chapter 4 in Samaniego; the "threshhold problem".
- March 30 (Research 301 or Innovation 316)
Discussion of first part of Chapter 5 in Samaniego;
implementation of the threshhold method.
- April 6 (Research 301 or Research 161)
Discussion of Chapter 5 in Samaniego.
Experimentation with the "threshhold problem''.
Some R code.
- April 13 (Research 301 or Research 92)
Student presentations.
Further discussion of some issues in Chapter 5 led by Che.
Initial discussion of Chapter 6 led by Firdu.
- April 20 (Research 301 or Research 92)
Student presentations.
- April 27
No meeting at GMU.
Instead, attend the seminar by Nozer Singpurwalla on
"Subjective Probability: Its Axioms and Acrobatics".
The seminar is at 3:00 pm in Duques room 651 (2201 G Street NW).
- May 4 (Research 301 or Research 161)
No meeting.
- May 11 (Research 301 or Research 161)
No meeting.
- May 18 (Research 301 or Research 161)
R code for Monte Carlo study of estimators.
Alternate R code for Monte Carlo study of estimators.
Saves files
TeX code to typeset stuff with plots.
- May 25 (Research 302)
New topic for summer: Statistical Learning; journal club.