
Copies of lecture
slides will usually appear here before each lecture.
I recommend that you bring copies of the slides to each lecture.
The 4up slides would be best for this purpose.
For some lectures there is R code that implements examples
illustrated in the lectures.
Lecture 
Date 
Topic 
1up
slides 
4up
slides 
R
code 
1 
14/10/13 
Exponential
families 
lecture1.pdf 
lecture1_4up.pdf 

2 
16/10/13 
Sufficiency,
Factorization Theorem, Minimal sufficiency 
lecture2.pdf  lecture2_4up.pdf  
3 
21/10/13 
Estimators,
Minimum Variance Unbiased Estimators (MVUE) The CramérRao Lower Bound. 
lecture3.pdf  lecture3_4up.pdf  
4 
24/10/13 
Consequences
of the CramérRao Lower Bound. Searching for a MVUE. RaoBlackwell Theorem, LehmannScheffé Theorem. 
lecture4.pdf  lecture4_4up.pdf  
5 
28/10/13 
The
method of moments 
lecture5.pdf  lecture5_4up.pdf  
6 
31/10/13 
Bayesian
Inference. 
lecture6.pdf  lecture6_4up.pdf  
7 
04/10/13 
Prior
distributions. Hierarchical models. Predictive
distributions. 
lecture7.pdf  lecture7_4up.pdf  
8 
07/10/13 
Bayesian
hypothesis testing. 
lecture8.pdf  lecture8_4up.pdf  
9 
11/11/13 
Decision theory. Loss functions. Risk functions. Admissible and inadmissible rules. Minimax. Bayes Risk and Bayes rules.  lecture9.pdf  lecture9_4up.pdf  
10 
14/11/13 
Finding minimax rules. Hypothesis testing with loss functions.  lecture10.pdf  lecture10_4up.pdf  
11 
18/11/13 
Stein's
paradox and the JamesStein estimator. Empirical Bayes 
lecture11.pdf  lecture11_4up.pdf  
12 
21/11/13 
Markov
Chain Monte Carlo. The Metropolis algorithm. 
lecture12.pdf  lecture12_4up.pdf  lecture12.R 
13 
25/11/13 
MCMC
convergence. The MetropolisHastings algorithm. The Gibbs
sampler. 
lecture13.pdf  lecture13_4up.pdf  lecture13.R 
14 
27/11/13 
Variational
Bayes 
lecture14.pdf  lecture14_4up.pdf  
15 
01/12/13 
The
EM algorithm 
lecture15.pdf  lecture15_4up.pdf  
16 
05/11/13 
Bayesian
analysis of contingency tables. Bayesian linear
regression. 
lecture16.pdf  lecture16_4up.pdf 
There will be classes
in weeks 38 on Fridays.
Work should be handed in to the appropriate BS2a tray in SPR1 by 12noon on Wednesdays.
Time 
Location 
Tutor 
Assistant 
121 
SPR1
seminar room 
Charlotte
Greenan 
Zhu
Li 
45 
SPR1 seminar room  Jonathan
Marchini 
Andreas Anastasiou 
45 
SPR2 seminar room  Charlotte Greenan  Zhu
Li 
56 
SPR1 seminar room  Charlotte Greenan  Andreas Anastasiou 
Class 
Sheet 
Week
3 
ex1.pdf 
Week
4 
ex2.pdf 
Week
5 
ex3.pdf 
Week
6 
ex4.pdf 
Week
7 
ex5.pdf 
Week
8 
ex6.pdf 