場次內容
講者:Dr. Fang Chen (陳方 博士)
Senior Research Statistician at SAS Institute Inc.
時間:2013年12月23日星期二 上午 9:00 ~ 12:00
地點:博雅教學館408教室
名額:40位
題目:Practical Bayesian Computation using PROC MCMC
摘要:
This tutorial is the second part of a two-part series on Bayesian analysis and the objectives are to equip students with computational tools through a series of worked-out examples that demonstrate sound practices for a variety of statistical models and Bayesian concepts.
The MCMC procedure is a general purpose Markov chain Monte Carlo simulation tool designed to fit a wide range of Bayesian models, including linear or nonlinear models, multi-level hierarchical models, and models with nonstandard likelihood function or prior distributions. This three-hour tutorial provides a quick introduction to PROC MCMC and demonstrates its use with a series of applications, such as Monte Carlo simulation, various regression models, sensitivity analysis, random-effects models, and predictions.