NMST431
Bayesian Methods
SIS : NMST431
Schedule : lecture on Monday 14:00 - 15:30 in K4, exercises immediately after at 15:40 - 17:10 in K4 and K5 (your own laptops are recommended, especially for work in K5 which is not equipped by computers for students)
Language : materials in English, instructed in Czech
Instructor e-mail : vavraj@karlin.mff.cuni.cz (for sending solutions to assignments)
Lecture web page : https://www.karlin.mff.cuni.cz/~komarek/vyuka/2026_27/nmst431-2026.html
Note : Division into "lecture" and "exercise class" is just formal. The style of teaching ("lecture"/"exercise class") will change dynamically over the semester. At the beginning of the semester exercises will become lectures. The first exercise will probably be by the end of October.
Credit
- During exercise classes we will be working on several problems.
- Satisfactory solution to given assignments by the prescribed deadline is required to obtain the credit.
If your solution will not be satisfactory enough, you might be asked for revision.
Two revisions or late deliveries are tolerated. Early communication increases my tolerance for late deliveries.
Send your solutions via email to address vavraj@karlin.mff.cuni.cz.
Recommended form: Sweave or Rmarkdown output (preferably PDF to HTML). You can scan your hand-written theoretical derivations, TeXing equations is not necessary.
Exercise overview
- 26. 10. 2026 - Normal-gamma example PDF
- 9. 11. 2026 - JAGS - Logistic regression with random effects PDF (no HW assignment)
- 9.-29. 11. 2026 - Heteroscedastic linear regression PDF (short HW)
- 30. 11. 2026 - Linear mixed-effects model PDF
- 30. 11. 2026 - Parametric proportional hazards model PDF
- 7. 12. 2026 - Joint model PDF
- Solutions to exercises 3a, 3b and 3c have deadline 29. 12. 2026, 9:00
- 14. 12. 2026 - Exam project + Discussion PDF
- 4. 1. 2027 - Joint model by libraries JM and JMbayes
- 4. 1. 2027 - Metropolis-Hastings algorithm for AR(1)-GARCH(1,1) model
- 4. 1. 2027 - RStan + Discussion (no HW assignment)