## May 9, 2010

### No Office Hours this Week

I will not be holding office hours during finals week (April 10 and April 12).

Best of luck with all your end-of-semester activities!

## April 8, 2010

### MCMC Sampling Stuff

I love reading Andrew Gelman's blog; it's a great mixture of serious statistical thought, practical data analysis questions, random personal musings, and links to the rest of the stats blogosphere. Gelman is a very smart, famous Bayesian and advisor to our own Cavan Reilly.

He recently wrote two posts about MCMC sampling that you might find interesting/useful.

One is some second-hand skepticism about a recent paper (published in the first post-Brad issue of Bayesian Analysis) on a new Metropolis sampler that doesn't require tuning.

The other is an extended reaction to a talk by Charlie Geyer (from the UofM Stats Department) about convergence issues.

### Bug fixes

Hey guys: a couple of bug fixes. First of all, there was a mistake in my "outline" of the metropolis code. I had the inequality for the acceptance ratio logic going the wrong direction. The corrected code follows:

```## Sample Metropolis-Hastings algorithm
# function to compute log(h(theta))
log.h <- function(theta,data){

}
met <- function(data,initials,NREP){
# Constants
n <- dim(data)[1]
p <- length(initials)
# Empty matrix to hold samples
chain <- matrix(NA,NREP+1,p)
# Initialize the chain
chain[1,] <- initials
for (i in 2:(NREP+1)){
# Parameters of the proposal
meen <-
var <-
# Draw a proposal value
thetastar <- rnorm(1,meen, var)
# Compute the rejection ratio
logr <- log.h(thetastar) + dnorm(chain[i-1,],meen,sqrt(var),log=T)
- log.h(chain[i-1,]) - dnorm(thetastar,meen,sqrt(var),log=T)
# Decide whether to accept or reject
if (logr > 0){
chain[i,] <- thetastar
} elseif (logr > log(runif(1))) {
chain[i,] <- thetastar
} else {
chain[i,] <- chain[i-1,]
}
}
return(chain[-1,])
}
```

Second, it appears that in the GeoBugs extra credit opportunity, the maps aren't going to load in because it doesn't like negative x values. One solution is to simply add a large constant to all of the longitude values in the polygon file produced by R so that they are positive.

## March 28, 2010

### Spatial Talk April 30

Hey guys, thought you might want to mark your calendars for Friday, April 30, 2010 at 10:00 am, Moos 2-530. That's when my academic grandfather (i.e., Brad's advisor) Alan Gelfand will be speaking on Process Modeling for Space-time Extremes. You guys haven't done much spatial yet, but you may appreciate that he helped popularize the Gibbs sampler for Bayesian analysis in a 1990 JASA article with Smith.

## January 28, 2010

### R Tutorial

Here are the materials I will be using in class Thursday, January 28, 2010 for the R tutorial:

Online Presentation

Demo R Code File (and test.R)

And here are the materials/websites that I reference:

R Seek (custom search engine for R materials)
R Reference Card (PDF quick reference-- super awesome)
Graph Gallery

Extra stuff:
JAGS (run BUGS models via R independently of WinBUGS/OpenBUGS)
R2WinBUGS (run WinBUGS from R)
BRugs (run OpenBUGS from R)
Instructions for WinBUGS and OpenBUGS on Mac OS X using WINE

## January 7, 2010

### Office Hours

I plan to hold office hours every Monday and Wednesday from 9:30-11:00 am in the Biostats TA room (Mayo A446). If you have a class conflict with these, please let me know and we will set something up.

## January 6, 2010

### Welcome!

Hello and welcome to the class blog for Spring 2010 Intro to Bayesian Analysis with Dr. Brad Carlin.

I'm Laura Hatfield and I'll be your TA. This blog is where I will post hints about homework, announcements about my office hours, useful links, and solutions to the homework assignments. See you in a couple weeks-- enjoy the rest of break!