8 Day 8 (February 9)
8.1 Announcements
Statistics seminar today at 4pm on Bayesian methods (link)
Questions about homework or other things?
8.2 Our first statistical model
- 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
8.3 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 (you may want to take a look at Ch. 10 and Ch. 23)
- Specify the process model
- Specify the parameter model (or prior) including hyper-parameters
- Select and approach to obtain the posterior distribution
- Gibbs sampler (re-read parts of Ch. 4 about Gibbs sampler; pgs.35 - 37)
- Derive full conditionals
- Discussion of trade-offs with Gibbs sampler with analytical full conditionals vs. Metropolis-Hastings
- Live example (download)