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 MAS451: Principles of Statistics
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Semester 1, 2004/05

Part 2: Bayesian inference, stochastic simulation and MCMC

Plan for Part 2 (starting Monday 25th October, 2004):

Week 6:		Mo 10	Lecture: Bayesian inference and simulation
		We 11	Lecture: Transformation methods
		Fr 11	Lecture: Rejection sampling

Week 7:		READING WEEK

Week 8:		Mo 10	Tutorial: Simulation methods (Q. 1)
		Mo  1	Practical: Transformation methods
		Fr 11	Lecture: Markov chains

Week 9:		Mo 10	Lecture: More Markov chains
		Mo  1	Practical: Rejection sampling
		We 11	Tutorial: Markov chains (Q. 2,3)

Week 10:	Mo  1	Practical: Markov chains
		Fr 11	Lecture: Gibbs samping

Week 11:	Mo 10	Lecture: Metropolis-Hastings
		Mo  1	Practical: Gibbs sampling
		We 11	Tutorial: MCMC (Q. 4,5)
		Fr 11	Lecture: Hybrid methods and Bayesian MCMC

Week 12:	Mo 10	Lecture: Revision session (RJB)
		Mo  1	Practical: Metropolis-Hastings
		We 11	Lecture: Revision session (DJW)


Lectures and tutorials take place in M502/M413b, and the practicals take
place in M418 (the Oracle PC cluster room). Note that different time
slots are used each week!

The WWW page for this part of the course is:

	http://www.staff.ncl.ac.uk/d.j.wilkinson/teaching/mas451/

You should "bookmark" this page. All of the computer practicals are
hypertext documents, available on the web in advance of the practical
session. You should make a start on the practical after the relevant
lectures, but before the official session. This way you will get more
from the session itself, as there is quite a lot to get through in
each practical. Bring your notes to the practicals, as they will
involve theoretical work as well as computing.

--
Darren Wilkinson      Email:  d.j.wilkinson@newcastle.ac.uk
                        WWW:  http://www.staff.ncl.ac.uk/d.j.wilkinson/