logo.gif The leading source for professional development COURSES in statistics
 ÖÐÎÄ Course Login
Home > Our Courses >



Introductory Bayesian Modeling via MCMC Techniques

Dr. Peter Congdon

Aim of Course:

Participants in this course will learn how to apply Markov Chain Monte Carlo techniques (MCMC) to Bayesian statistical modeling using WINBUGS software. Topics covered include Gibbs sampling and the Metropolis-Hastings method. Participants will learn how to implement linear regression, poisson regression and categorical regression using WINBUGS.

Who Should Take This Course:

Statisticians and analysts who need to build statistical models of data.

For those enrolled in a Program of Advanced Statistical Studies, this is a required or elective course in the following Programs:

  • Biostatistics (epidemiology) - elective
  • Biostatistics (controlled trials) - elective
  • Statistics for Social Sciences - elective
  • Statistics for Environmental Science - elective

Course Program:

The course is structured as follows

SESSION 1: Using Markov Chain Monte Carlo
  • Monte Carlo vs MCMC
  • Estimating parameters and probabilities from complex models
  • Sampling from random variables
  • Gibbs sampling & full conditional densities
  • Convergence
  • Metropolis-Hastings method
SESSION 2: Introduction to WINGBUGS
  • Sampling from standard densities
  • Specifying priors and likelihoods
  • Assessing convergence
  • Estimating parameters, probabilities and other model based quantities: Case Studies
  • Posterior summaries
SESSION 3: Linear Regression Modeling in WINGBUGS
  • Linear regression model in WINGBUGS
  • Setting priors on regression coefficients and residual variances
  • Predictor selection
  • Extending the Normal linear model (outliers, heteroscedasticity)
SESSION 4: General Linear Modeling in WINGBUGS
  • Logistic regression for binary and binomial responses; using other links
  • Poisson regression
  • Latent data approach for binary regression
  • Loglinear models for contingency tables

The Instructor:

Dr. Peter Congdon is a Research Professor in Quantitative Geography and Health Statistics at Queen Mary University of London. He is the author of Bayesian Statistical Modeling, Applied Bayesian Modeling, and Bayesian Models for Categorical Data, all published by Wiley, as well as numerous articles in peer-reviewed journals. His research interests include statistical modeling of spatial variations in health and health services.

Organization of the Course:

The course takes place over the internet, at statistics.com. During each course week, you participate at times of your own choosing - there are no set times when you must be online. Course participants will be given access to a private discussion board. In class discussions led by the instructor, you can post questions, seek clarification, and interact with your fellow students and the instructor. The course is scheduled to take place over 4 weeks, and typically requires 15 hours per week. At the beginning of each week, you receive the relevant material, in addition to answers to exercises from the previous session. During the week, you are expected to go over the course materials and work through exercises. Discussion among participants is encouraged. The instructor will provide answers and comments.

Certificates and Grades:

You may be interested only in learning the material presented, and not be concerned with grades or certificates. Or you may be enrolled in a statistics.com Program in Advanced Statistical Studies that requires demonstration of proficiency in the subject, in which case your work will be assessed for purposes of issuing a grade. Or you may require only a "Certificate of Course Completion," along with professional development credit in the form of Continuing Education Units (CEU's). As you begin the class, you will be asked to specify your category.

Credit:

This course offers continuing education units (CEU's). For those successfully completing the course (generally this means marks of 50% or better on the homework), 5.0 CEU's and a certificate will be issued by statistics.com, upon request.

Dates:

Mar. 12 - Apr. 9, 2010
Sep. 10 - Oct. 8, 2010
Click here to be notified of future course offerings.

Participants gain access to the online materials on the first day of the course, and typically spend about 15 hours per week (at their convenience). You retain full access to course materials, including discussion board, for two weeks after the course closing date.

Level:

Advanced-Intermediate

Prerequisite:

The equivalent of Introduction to Statistics 1: Inference for a Single Variable, and Introduction to Statistics 2: Working with Bivariate Data (and, if necessary before these courses, Introduction to Statistics for Beginners or Survey of Statistics for Beginners). Participants should also be familiar with the material covered in statistics.com's "Introduction to Bayesian Statistics" course as well as the material covered in statistics.com's "Generalized Linear Models" course.

Course Text:

The required text for this course is Bayesian Statistical Modeling, 2nd edition, by Peter Congdon, from Wiley, and it can be ordered from Wiley by clicking here. Wiley typically offers statistics.com customers up to 15% discount on this book (and all other statistics titles): enter the code aff15 in the Promotion Code field when prompted during checkout and click the Apply Discount button. (If you are located in Asia, the web procedure for your location may not accept this discount -- try calling your regional Wiley representative.). The text is also available as an "e-book". PLEASE ORDER YOUR COPY IN TIME FOR THE COURSE STARTING DATE.

Software:

Selected R programs will be used in week 1, but the primary program used will be the freeware WinBUGS program for Gibbs Sampling; click here for more information. (We recommend that you download and install prior to the course start date.) Though the R programs used in week 1 will not require a high degree of familiarity with R, if you want to use R with this course, you should have some prior experience and facility with it. Help from the TA will be available, but limited.

Registration:

Register Online - $469
Register Online (academic) - $369 (you must be affiliated with a college, university or high school)

Add $50 service fee if you require a prior invoice, or if you need to submit a purchase order or voucher, pay by wire transfer or EFT, or refund and reprocess a prior payment. Please use this printed registration form, for these and other special orders.

Note: Courses may fill up at any time and registrations are processed in the order in which they are received. Your registration will be confirmed for the first available course date, unless you specify otherwise.