Statistical Rethinking: A Bayesian Course Using R and Stan

Winter 2018/2019

Instructor: Richard McElreath

Location: Max Planck Institute for Evolutionary Anthropology, main seminar room

When: 10am-11am Mondays & Fridays (see calendar below)

Materials

R package

We'll use the Experimental (development) branch of my R package, because it has new features to go with the new course notes. First, you need to install rstan. Go to http://mc-stan.org/ and find the instructions for your platform. Then you can install the rethinking package:

install.packages(c("devtools","mvtnorm","loo","coda"),dependencies=TRUE)
library(devtools)
install_github("rmcelreath/rethinking",ref="Experimental")

The code is all on github: https://github.com/rmcelreath/rethinking/tree/Experimental

Draft chapters

We'll use draft chapters for the 2nd edition of my book, Statistical Rethinking. The draft is no longer available here for download. The book is expected in print in March 2020.

Homework and solutions

I will also post problem sets and solutions here. Check the folders at the top.

Lectures

Links to slides and videos are in the calendar below. The full lecture video playlist is here: <Statistical Rethinking 2019>. The course examples in R have been converted to <Python/pyMC3> as well.

Calendar & Topical Outline

01-Dec 3: The Golem of Prague <slides> <video>
02-Dec 7: Garden of Forking Data <slides> <video>

03-Dec 10: Geocentric Models <slides> <video>
04-Dec 14: Wiggly Orbits <slides> <video>

05-Jan 7: Spurious Waffles <slides> <video>
06-Jan 11: Haunted DAG <slides> <video>

07-Jan 14: Ulysses' Compass <slides> <video>
08-Jan 18: Model Comparison <slides> <video>

09-Jan 21: Conditional Manatees <slides> <video>
10-Jan 25: Markov Chain Monte Carlo <slides> <video>

11-Jan 28: Maximum entropy & GLMs <slides> <video>
12-Feb 01: God Spiked the Integers (binomial & Poisson GLMs) <slides> <video>

13-Feb 04: Monsters & Mixtures (Poisson GLMs, survival, zero-inflation) <slides> <video>
14-Feb 08: Ordered Categories, Left & Right <slides> <video>

15-Feb 11: Multilevel Models <slides> <video>
16-Feb 15: Multilevel Models 2 <slides> <video>

17-Feb 18: Adventures in Covariance <slides> <video>
18-Feb 22: Slopes, Instruments and Social Relations <slides> <video>

19-Feb 25: Gaussian Processes <slides> <video>
20-Mar 01: Missing Values and Measurement Error <slides> <video>