Bobby's Teaching Page


This academic year, 2009-10, my teaching duties are split between UC Santa Barbara and the University of Cambridge. At UCSB I am teaching a PSTAT 215A Bayesian Inference, a graduate course, in the Fall quarter. In Cambridge I am teaching Part III/Mphil Time series and Part III/Mphil Monte Carlo Inference, which are taught in serial in Lent as part of the Mathematical Tripos.


2009 Fall PSTAT 215A Bayesian Inference


PSTAT 215A is a graduate course in Bayesian Inference. The course will focus on understanding the principles underlying Bayesian modeling and on building experience in the use of Bayesian analysis for making inference about real world problems. Particular attention will be paid to the computational techniques (e.g., MCMC) needed for most problems and their implementation in the R language for statistical computing.

Course syllabus (including required and recommended texts)

Notices:

Homeworks: (due at 3pm on the date indicated in my mailbox, 5524 South Hall)

Lecture slides:

Demos:

2010 Lent Part III/Mphil Time Series


Time Series is a graduate level course taught in serial with Monte Carlo Inference (first 8 lectures). This year it is being offered in the Lent term. It covers topics like ARMA processes, spectral methods, the Kalman Filter, etc.

Course syllabus (including recommended texts)

Notices:

Example Sheet:

Supplimentary slides:

Demos:

2010 Lent Part III/Mphil Monte Carlo Inference


Monte Carlo Inference is a graduate level course taught in serial with Time Series (last 16 lectures). This year it is being offered in the Lent term. It covers topics like random number generation, importance sampling, the bootstrap and jacknife for estimation and hypothesis tests, MCMC, sequential importance sampling, simulated annealing, and the EM algorithm.

Course syllabus (including recommended texts)

Notices:

Vignettes:

Example sheets:

Demos:




Robert B. Gramacy -- 2010

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