Course PM

This page contains the program for the course. Other information, such as learning outcomes, teachers, literature, examination, and old exams is in a separate course PM.

Program

The schedule is in TimeEdit and in the table below. Note that in the fourth week the second lecture is on Tuesday instead of Wednesday.

This time the lectures will be given in a hybrid format: You will be able to attend the live lecture, you may watch it live on zoom, or you may watch the recorded lecture later. This format is new to me, so feedback on how it works for you is very welcome. You should study the reading material listed in the schedule below before each lecture.

The recorded lectures from the 2020 edition of the course are available here, but note that there are some contents changes and some scheduling changes in the course.

There is an exercise session / computer lab each week. They will be mostly driven by student questions. You may choose to attend in person, in MVF22, or via Zoom. (We will try out this mixed format, and we will change it if it works poorly).

The second main part of the course is the obligatory assignments. There are three, and answers are submitted individually, although you are allowed to cooperate in small groups. The deadlines are in the third, fifth and seventh course weeks. Each assignment is based on material discussed at least one week before each deadline.

Guide for reading the textbooks:

• The sections from Bishop selected in the specification of the study material below are relevant.
• All chapters in Albert are relevant to some extent. Often concepts from the lectures are explained in more detail (and better?) with good examples. However, concepts in Albert that do not appear at all in the lectures are not important for the course. Also, Albert has a lot of focus on using R functions from the R package LearnBayes (written by Albert) that implement various Bayesian computations. Using such pre-written R functions may be very helpful for some students but for others it obscures what is going on. In our course we will not focus on using these functions.
• Chapters 2, 3, 6, 7 and section 5.4 of Robert and Casella are relevant. Again, there are many good examples, but concepts that only appear in these chapters and not in the lectures are not important for the course.

Overview of course contents

Schedule

Back to the top

Course work

To understand and learn the methods of this course, it is essential to work with examples on a computer, in addition to working with the study material and doing theoretical exercises. Our textbooks contain a large number of exercises, for both theoretical and computer solutions, and some exercises are listed above.

As an obligatory part of the course, each student must do 3 assignments. The deadlines for these are Friday 17 September 16:00, Friday 1 October 16:00, and Friday 15 October 16:00. Details about the assignments will be available from the links at the bottom of this page. Answers must also be handed in via Canvas. Although students are welcome to cooperate in their work, each student must be prepared to explain orally all details of their own written answers.

As all the course material uses the R language for examples and illustrations, students should also use this language. Students who are not familiar with this language need to study it individually during the first weeks of the course. See, for example, the introductory chapters of our textbooks.

If you have problems with getting started with the course, or for example getting started with R, please do not hesitate to contact me. I hope that we can have active communication during the course. In addition to contact at lectures and exercise sessions, you may contact me on canvas or by mail at mostad@chalmers.se. I usually answer within a day or so.

Back to the top