STK4021 - Applied Bayesian Analysis

Semester page for STK4021 - Autumn 2015

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four-hour written exam Wed 16-xii-2015

Thanks for your considerable efforts regarding the Exam Project, alias Exam Part One. Now for Exam Part Two, the four-hour written exam on Wednesday December 16, 9-13 (where you ought to find the required geographical information via StudentWeb etc.). As agreed, this is a *no book* exam, but each student is allowed to bring along *precisely one sheet of handwritten notes* (one side, not both sides). Also, please bring an ordinary "pocket calculator" (no noise, no memory, no intergallactic communication capabilities, no Metropolis-Hastings). No "heavy computation" will be required. Good luck.

Dec. 14, 2015 8:29 AM
amendment to text for question 3(c)

There's another text bit which is unclear from my side, unfortunately. For 3(c), I had "with n = 100 and with true value \tau_\true = 66" in my manuscript, but somehow the "n = 100" part disappeared; mea culpa. So please put in n = 100 if you see this. Students will get credit here as long as they do something reasonable.

Dec. 10, 2015 10:07 AM
correction to text for question 3(a)

I have not been careful enough regarding point 3(a). Mea culpa! The correct text there should be:

If $\tau$ is given the flat prior on $1,\ldots,n$ (each position having prior probability $1/n$), find an expression for the posterior distribution $\pi(\tau|\data)$. 

This message is also given under the "Exam Project, December 2015" umbrella.

Dec. 2, 2015 2:57 PM
last teaching day, November 27

1. We meet Friday November 27, but without a fixed list of exercises to go through. I will have a quick going-through of main issues for the course.

2. A good exam preparation exercise is to invent say five to ten things you might expect Nils to touch when he constructs his exam sets (the project + the four-four exam). You may also prepare questions from the course & its exercises, and these will be tended to as time permits.

3. Note that I have uploaded the four-hour exam set from December 2013.

4. Nils Lid Hjort and Celine Cunan give a talk Thursday November 26 at 18:04, in the "Pub med professor" series, Realistforeningen, Vilhelm Bjerknes hus. There's a slight positive empirical correlation between Nils's talks and the exam projects he constructs.

https://www.facebook.com/events/161954000825163/

Nov. 24, 2015 11:59 PM
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