- Class Number 8235
- Term Code 3060
- Class Info
- Unit Value 6 units
- Mode of Delivery In Person
- Dr Bronwyn Loong
- Dr Bronwyn Loong
- Class Dates
- Class Start Date 27/07/2020
- Class End Date 30/10/2020
- Census Date 31/08/2020
- Last Date to Enrol 03/08/2020
- Dehua Tao
The Bayesian approach to statistics assigns probability distributions to both the data and unknown parameters in the problem. This way, we can incorporate prior knowledge on the unknown parameters before observing any data. Statistical inference is summarised by the posterior distribution of the parameters after data collection, and posterior predictions for new observations. The Bayesian approach to statistics is very flexible because we can describe the probability distribution of any function of the unknown parameters in the model. Modern advances in computing have allowed many complicated models, which are difficult to analyse using 'classical' (frequentist) methods, to be readily analysed using Bayesian methodology.
The aim of this course is to equip students with the skills to perform and interpret Bayesian statistical analyses. The first part of the course is devoted to describing the fundamentals of Bayesian inference by examining some simple Bayesian models. More complicated models will then be explored, including linear regression and hierarchical models in a Bayesian framework. Bayesian computational methods, especially Markov Chain Monte Carlo methods will progressively be introduced as motivated by the models discussed. Emphasis will also be placed on model checking and evaluation.
Upon successful completion, students will have the knowledge and skills to:
- Explain in detail the Bayesian framework for data analysis and when it can be beneficial, including its flexibility in contrast to the frequentist approach;
- Develop, analytically describe, and implement both single and multiparameter probability models in the Bayesian framework;
- Demonstrate the role of the prior distribution in Bayesian inference and be able to articulate the usage of non-informative priors and conjugate priors;
- Show high level Interpretation of Bayesian Analysis Results and perform Bayesian model evaluation and assessment;
- Fit hierarchical models and provide thorough technical specifications for these models;
- Perform Bayesian computation using Markov chain Monte Carlo methods using R; and,
- Demonstrate how Bayesian Methods can be used to solve real world problems, including forming a hypothesis, collecting and analysing data, and reaching appropriate conclusions.
Throughout the course, relevant journal articles may be discussed as supplementary material.
The final project will involve the application of methodology learned in the course to a real data
set. Students will be required to formulate their own research questions, select and implement the
appropriate statistical model(s), and write a report to communicate their findings.
”A First Course in Bayesian Statistical Methods”, Hoff, P. (2009). Springer: New York. (available on eReserve at the library)
Technology, Software, Equipment:
You will be expected to perform data analyses using statistical software as part of your coursework. The official computer package for this course is R, which runs on Windows, MacOS and UNIX platforms. The software is free and available online through www.rproject.org. It is also available on the campus computers. It is assumed students have a working knowledge of R from the pre-requisite course STAT2008. The use of other statistical programs is permitted but support will be provided solely for R. R is available in ANU provided computer labs.
- ”Bayesian Data Analysis”. Gelman, A., Carlin, JB., Stern, HS., Dunson, DB., Vehtari, A., and Rubin, DB. (third edition) (2014). CRC Press: Florida. (available on short term loan reserve at Hancock library)
- “Bayesian methods for data analysis”, Carlin, BP. and Louis, TB. (third edition) (2009). CRC Press: Florida. (available on short term loan reserve at Hancock library)
- “Introduction to Bayesian statistics”, Bolstad, WM. (2004). Wiley: New Jersey. (available online at ANU library)
- “Applied Bayesian Modelling”, Congdon, P (2014). (second edition). Wiley: New Jersey. (available online at ANU library)
- “Bayesian ideas and data analysis : an introduction for scientists and statisticians”, Christensen, R. et al. (2011). CRC Press: Floriday (available on short term loan reserve at Hancock library)
Students will be given feedback in the following forms in this course:
- written comments
- verbal comments
- feedback to whole class, groups, individuals, focus group etc
ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). The feedback given in these surveys is anonymous and provides the Colleges, University Education Committee and Academic Board with opportunities to recognise excellent teaching, and opportunities for improvement. The Surveys and Evaluation website provides more information on student surveys at ANU and reports on the feedback provided on ANU courses.
As a further academic integrity control, students may be selected for a 15 minute individual oral examination of their written assessment submissions.
Any student identified, either during the current semester or in retrospect, as having used ghost writing services will be investigated under the University’s Academic Misconduct Rule.”
|Week/Session||Summary of Activities||Assessment|
|1||Introduction to Bayesian inference; Review of probability (Hoff Chapters 1 and 2)|
|2||Bayesian inference for one parameter models (Hoff Chapter 3)|
|3||Bayesian inference for one parameter models (Hoff Chapter 3); Monte Carlo approximation and model checking (Hoff Chapter 4)|
|4||Bayesian inference for the normal model (Hoff Chapter 5)|
|5||Gibbs sampling and MCMC convergence diagnostics (Hoff Chapter 6)||Online Test 1|
|6||Multivariate Normal Distribution (Hoff Chapter 7)||Assignment 1 Due|
|7||Hierarchical Models (Hoff Chapter 8)|
|8||Bayesian Linear Regression (Hoff Chapter 9 )|
|9||Metropolis-Hastings Algorithm (Hoff Chapter 10)||Assignment 2 Due|
|10||Mixed effects models (Hoff Chapter 11)|
|11||Latent variable methods for ordinal data (Hoff Chapter 12); Bayesian models for missing data||Online Test 2|
|12||Further topics in Bayesian Computation - computationally efficient MCMC (Variational Bayes, Hamilton Monte Carlo, Adaptive MCMC); Introduction to Bayesian Nonparametric models||Final Project Due in Exam Period|
Please see Wattle for tutors’ information. Tutorial signup for this course will be done via the Wattle website. Detailed information about signup times will be provided on Wattle. When tutorials are available for enrolment, follow these steps:
1. Log on to Wattle, and go to the course site.
2. Click on the link “Tutorial enrolment”
3. On the right of the screen, click on the tab “Become Member of ……” for the tutorial class you wish to enter.
4. Confirm your choice
If you need to change your enrolment, you will be able to do so by clicking on the tab “Leave group…” and then re-enrol in another group. You will not be able to enrol in groups that have reached their maximum number. Please note that enrolment in ISIS must be finalised for you to have access to Wattle.”
|Assessment task||Value||Due Date||Return of assessment||Learning Outcomes|
|Online Test 1||15 %||26/08/2020||04/09/2020||LO1 - LO4|
|Assignment 1||10 %||04/09/2020||18/09/2020||LO1 -LO4|
|Assignment 2||10 %||09/10/2020||21/10/2020||LO4 - LO7|
|Online Test 2||15 %||21/10/2020||30/10/2020||LO4 - LO7|
|Final Project||50 %||05/11/2020||03/12/2020||LO3 - LO9|
* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details
ANU has educational policies, procedures and guidelines, which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Misconduct Rule before the commencement of their course. Other key policies and guidelines include:
The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the ANU Online website. In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.
Moderation of Assessment
Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.
Assessment Task 1
Learning Outcomes: LO1 - LO4
Online Test 1
Online Test 1 will examine your understanding of basic Bayesian concepts. In particular, specification of a posterior distribution given a prior and likelihood function. Algebraic derivations, explanation of theoretical concepts, and interpretation of analytical results will be required.
This class is co-taught with STAT3016. Students in STAT4116 may have an additional or alternative question to answer in Online Test 1. Online Test 1 will be held on Wednesday 26 August during the scheduled lecture time.
Online Test 1 is mandatory and individual-based and will be open book.
The duration of Online Test 1 is to be advised. Instructions on how to complete the test online will be communicated in Week 4.
Assessment Task 2
Learning Outcomes: LO1 -LO4
Assignment 1 will require students to implement simple Bayesian models as discussed in class using a statistical software package and solving problems which require implementation of the Gibbs sampling algorithm. Algebraic derivations, exploration of theoretical topics and explanation of theoretical results and concepts may also be required. Assignment 1 will be made available by the end of Week 3. Assignment 1 is due on Friday 4th September.
Assignment 1 is mandatory and individual-based
Assessment Task 3
Learning Outcomes: LO4 - LO7
Assignment 2 will require students to t more complicated Bayesian models (example, multivariate normal, hierarchical Bayesian models, Bayesian Linear Regression Models). Algebraic derivations, exploration of theoretical topics and explanation of theoretical results and concepts may also be required. Assignment 2 will be made available by the beginning of Week 7. Assignment 2 is due on Friday 9th October.
Assignment 2 is mandatory and individual-based.
Assessment Task 4
Learning Outcomes: LO4 - LO7
Online Test 2
Online Test 2 will examine your understanding of the Metropolis-Hastings Algorithm and its implementation in different Bayesian models. The online test may require you to run some R (or other statistical software package) code. Algebraic derivations, explanation of theoretical concepts, and interpretation of analytical results will be required.
This class is co-taught with STAT3016. Students in STAT4116 may have an additional or alternative question to answer in Online Test 2. Online Test 1 will be held on Wednesday 21 October during the scheduled lecture time.
Online Test 2 is mandatory and individual-based and will be open book.
The duration of Online Test 2 is to be advised. Instructions on how to complete the test online will be communicated in Week 10.
Assessment Task 5
Learning Outcomes: LO3 - LO9
The final project will involve application of material learned in the course to a real data set. Students may analyse a data set of their own choice (subject to lecturer approval)
or choose one of the data sets provided by the lecturer to analyse. Students will be required to formulate their own research question and demonstrate application of statistical methodology learned in STAT4116. Findings are to be communicated in a written report. Final project instructions will be made available by the end of Week 4. The Final Project is due on Thursday 5th November.
The final project is mandatory and individual-based.
Academic integrity is a core part of the ANU culture as a community of scholars. At its heart, academic integrity is about behaving ethically, committing to honest and responsible scholarly practice and upholding these values with respect and fairness.
The ANU commits to assisting all members of our community to understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. The ANU expects staff and students to be familiar with the academic integrity principle and Academic Misconduct Rule, uphold high standards of academic integrity and act ethically and honestly, to ensure the quality and value of the qualification that you will graduate with.
The Academic Misconduct Rule is in place to promote academic integrity and manage academic misconduct. Very minor breaches of the academic integrity principle may result in a reduction of marks of up to 10% of the total marks available for the assessment. The ANU offers a number of online and in person services to assist students with their assignments, examinations, and other learning activities. Visit the Academic Skills website for more information about academic integrity, your responsibilities and for assistance with your assignments, writing skills and study.
You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
All assignments are to be submitted electronically via Turnitin.
Late submission not permitted. If submission of assessment tasks without an extension after the due date is not permitted, a mark of 0 will be awarded.
Accepted academic practice for referencing sources that you use in presentations can be found via the links on the Wattle site, under the file named “ANU and College Policies, Program Information, Student Support Services and Assessment”. Alternatively, you can seek help through the Students Learning Development website.
Extensions and Penalties
Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. The Course Convener may grant extensions for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.
Resubmission of Assignments
Resubmission of assignments is not allowed after the due date.
Distribution of grades policy
Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.
Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.
Support for students
The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).
- ANU Health, safety & wellbeing for medical services, counselling, mental health and spiritual support
- ANU Diversity and inclusion for students with a disability or ongoing or chronic illness
- ANU Dean of Students for confidential, impartial advice and help to resolve problems between students and the academic or administrative areas of the University
- ANU Academic Skills and Learning Centre supports you make your own decisions about how you learn and manage your workload.
- ANU Counselling Centre promotes, supports and enhances mental health and wellbeing within the University student community.
- ANUSA supports and represents undergraduate and ANU College students
- PARSA supports and represents postgraduate and research students
Bayesian analysis, missing data, data confidentiality
Dr Bronwyn Loong
Dr Bronwyn Loong