Dear EDMS 779
students,
Prof. Lissitz has
invited to your class on simulation Nov 20 & 27, to discuss sampling-based
methods in Bayesian inference. This note lays out the plans for the meetings,
shows you where to download overheads, and tells you how to download and
install the WinBUGS program. It would be good, but it is not essential, to
download WinBUGS before the first class (details at the end of this note). There are lots of overheads, but we
will not go over everything in detail.
This is a two-class overview of a wide and deep area of statistics.
November 20
Introduction
to Bayesian inference.
Overheads:
http://www.education.umd.edu/EDMS/mislevy/EDMS779/Overheads/BayesianEstimation779.ppt
Introduction to the
BUGS program, via the demo example:
http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/winbugsthemovie.html
We’ll use BUGS to
estimate parameters in IRT. BUGS setup
(thanks to Prof. Roberts):
http://www.education.umd.edu/EDMS/mislevy/EDMS779/3PL.txt
This is a text
file. Download it, open it in Word or
Notepad, and select and copy the contents.
Open WinBUGS, open a new blank file, and paste the contents of the example
setup into it. Then it is ready to run.
November 27
Homework: Try to run the variations on Prof. Roberts' example:
http://www.education.umd.edu/EDMS/mislevy/EDMS779/Assignment779.html
It's okay to work in
groups. It is not necessary to turn
in your answers to questions yet. Homework is to be turned in by Tuesday
Dec. 11.
Discussion
of homework.
More detail on Gibbs
sampling. Overheads:
http://www.education.umd.edu/EDMS/mislevy/EDMS779/Overheads/MCMC779.ppt
Downloading BUGS
BUGS
is a program for carrying out Bayesian inference
Using Gibbs Sampling. I'd like you to
download the windows version of BUGS, namely WinBUGS1.4, from the WinBUGS home
page
http://www.mrc-bsu.cam.ac.uk/bugs/
.
Go to this homepage,
then to the WinBUGS page. Click on the
appropriate link to download WinBUGS14.exe and install it. Also register
your copy by sending an email to the BUGS project as described on the WinBUGS
page, in order to get the key so you can run big problems (Prof. Roberts'
example counts as a 'big' problem!). To
register, there is a link from the word “register” in the paragraph entitled “WinBUGS 1.4.3” on the WinBUGS home
page. Follow the instructions they
provide to you. It requires running a
simple program in WinBUGS.
Watch the little introductory movie http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/winbugsthemovie.html.
Try to run the example it shows. A copy of setup is here:
http://www.education.umd.edu/EDMS/mislevy/EDMS779/movieexample.txt
Everything is in the
same file rather than in three files/windows in the movie, but WinBUGS can do
it either way.
Looking forward to
seeing you!
Bob Mislevy