7 Day 7 (February 7)

7.1 Announcements

  • Do we need another donut day to find people to work with for the class project?

  • Assignment 3 is graded

    • If you are not happy with your grade please compare your assignment to assignment 3 guide
    • If your solution is the same or similar to what I provided you don’t need to do anything.
    • If your solution is different than what I provided then please explain in detail why your solution is not correct.
    • Re-submit Assignment 3 by 11:59 pm on Sunday Feb. 12.
  • Please read Ch. 6

    • You may want to re-read parts of Ch. 4 about Gibbs sampler (pgs.35 - 37)
    • You may want to take a look at Ch. 10 and Ch. 23
  • Assignment 4 is due Sunday Feb. 12

7.2 Our first statistical model

  • The backstory
  • Building a statistical model using a likelihood-based (classical) approach
    • Specify (write out) the likelihood
    • Select an approach to estimate unknown parameters (e.g., maximum likelihood)
    • Quantify uncertainty in unknown parameters (e.g., using normal approximation)
  • Building a statistical model using a Bayesian approach
    • Specify (write out) the likelihood/data model
    • Specify the parameter model (or prior) including hyper-parameters
    • Select an approach to obtain the posterior distribution
      • Analytically (i.e., pencil and paper)
      • Live example Metropolis-Hastings

7.3 Our second statistical model

  • Dig into the rabies test a bit more….
  • What statistical model should I use if I know/estimate if I have rabies?
    • Remember that with our first statistical model we were trying to estimate if probability a randomly sampled bat has rabies.
  • Building a statistical model using a hierarchical Bayesian approach
    • Specify (write out) the data model
    • Specify the process model
    • Specify the parameter model (or prior) including hyper-parameters
    • Select an approach to obtain the posterior distribution
      • Gibbs sampler
      • Derive full conditionals
      • Discussion of trade-offs with Gibbs sampler with analytical full conditionals vs. Metropolis-Hastings