Faculty of Mathematical Studies University of Southampton

MA676: Bayesian Methods

Last updated March 12, 2002.

# Lecture notes

Chapter 1 in pdf or in postscript.

Chapter 2 in pdf or in postscript.

Chapter 3 in pdf or in postscript.

Solutions in postscript or in pdf.

### Exercise Sheets

Exercise Sheet 1 in postscript or in pdf.
Exercise Sheet 2 in postscript or in pdf.
Exercise Sheet 3 in postscript or in pdf.

# Simple Exercises

These exercises are for your additional understanding with simple and practical examples.

Set 1 in pdf or in postscript.

Set 2 in pdf or in postscript.

# Additional Exercises

These exercises are for your practice and further understanding only. These will cover the gaps in your notes and ideas. However, some of these can easily come in the final examination and/or in exercise problems. (These will not directly count towards your final grade.) I will try to put one per week. Note that these will not be handed out. Please feel free to ask me if you get stuck in these.

Set 1 in pdf or in postscript.

Set 2 in pdf or in postscript.

Set 3 in pdf or in postscript.

There is no set 4. Solve the two exercise sheets instead.

### Diary

In week 1
solve the additional exercises sheet 1.
read Degroot pages 311--330.
read Chapter 1 of Box and Tiao.
In week 2
solve the additional exercises sheet 2.
read Degroot pages 330--338.
for differentiation under integral sign see Casella and Berger page 69.
see Degroot page 210 for minimising expected (asbsolute error) loss without differentiation.
read chapter 1 of Box and Tiao.
In week 3
Revise prior selection methods.
Derive Jeffrey's prior for various problems.
Understand posterior predictive densities.
Learn to use E(X)= EE(X|Y) and Var(X) = Var(E(X|Y)) + E Var(X|Y) in the setup discussed in class.
In week 4
Learn the Bayes factor.
Solve two exercise sheets.

Last years notes.

Or all the notes at once in pdf or in postscript format.

Comments about this page and its contents should be directed to Dr S. K. Sahu.

This page is maintained by Dr S. K. Sahu.