Seminar Bayesian linear model
In this seminar Bayesian inference will be applied to the linear model as a valuable alternative to the classical frequentist approach. In addition to the estimation of a chosen model we will discuss prior choice, model selection and model averaging.
Would you like to participate? Just come around to one of the meetings, or send an e-mail to Leonhard Held or Daniel Sabanés Bové.
Time and Place
The seminar takes place in room F-28 at the Institute of Social and Preventive Medicine (Hirschengraben 84), at each of the tuesdays mentioned below at 9.15 am.
Schedule
The dates for the talks along with the specific literature:
| 22.09.2009 | Introduction to Bayesian inference |
| Reto Bürgin | Box, G. E. P. and Tiao, G. C. (1973): Bayesian Inference In Statistical Analysis. Wiley-Interscience. |
| 29.09.2009 | Bayesian linear model with unknown variance |
| Simon Kunz | Lindley, D. V. and A. F. M. Smith (1972): Bayes estimates for the linear model. Journal of the Royal Statistical Society Series B (Methodological) 34(1), 1–41. |
| 03.11.2009 | Prior covariance choices |
| Steve Geinitz | Liang, F., R. Paulo, G. Molina, M. Clyde, and J. Berger (2008): Mixtures of g-priors for Bayesian variable selection. Journal of the American Statistical Association 103(481), 410–423. |
| 10.11.2009 | p-values and Bayes Factors |
| Leonhard Held | Edwards, W., Lindman, H., and Savage, L. J. (1963): Bayesian statistical inference in psychological research. Psychological Review, 70(3), 193–242. |
| 17.11.2009 | Model selection and prediction |
| Karagiannis-Voules Dimitrios-Alexios | Jefferys, W. H. and J. O. Berger (1992): Ockham’s razor and Bayesian analysis. American Scientist 80(1), 64–72. |
| 08.12.2009 | Model averaging |
| Birgit Schrödle | Raftery, A. E., D. Madigan, and J. A. Hoeting (1997): Bayesian model averaging for linear regression models. Journal of the American Statistical Association 92(437), 179–191. |
| 15.12.2009 | Optimal predictive model selection |
| Daniel Heersink | Barbieri, M. M. and J. Berger (2004): Optimal predictive model selection. The Annals of Statistics 32(3), 870–897. |
Basic literature
- Denison, D. G. T., C. C. Holmes, B. K. Mallick, and A. F. M. Smith (2002): Bayesian Methods for Nonlinear Classification and Regression. Wiley Series in Probability and Statistics. Wiley.
- Marin, J.-M. and Robert, C. P. (2008): Bayesian Core: A Practical Approach to Computational Bayesian Statistics. Springer Texts in Statistics.
- Broemeling, L. D. (1985): Bayesian Analysis Of Linear Models. Statistics : Textbooks and Monographs, Vol 60. Marcel Dekker.
- Held, L. (2008): Methoden der statistischen Inferenz. Spektrum Akademischer Verlag.