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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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The views expressed here are those of the individual authors and not necessarily those of the ASA or its board, officers, or staff. Back to main JSM 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| CE_25C | Tue, 8/4/09, 8:30 AM - 5:00 PM | RH-Meeting Rooms 8 & 9 |
| Monte Carlo and Bayesian Computation with R - Continuing Education - Course | ||
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ASA, Section on Physical and Engineering Sciences |
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| Instructor(s): Maria Rizzo, Bowling Green State University, James Albert, Bowling Green State University | ||
| This course explores the use of the statistical system R in Monte Carlo experiments, simulation-based inference, and Bayesian computation. R tools are described for generating random variables, computing criteria of statistical procedures, and replicating the procedure to compute quantities such as mean squared error and probability of coverage. R commands for implementing simulation-based procedures such as bootstrap and permutation tests will be outlined. The use of R in Bayesian computation will be described, including the programming of the posterior distribution and use of different R tools to summarize the posterior. We will focus on the application of Markov chain Monte Carlo algorithms and diagnostic methods to assess convergence of the algorithms. | ||
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JSM 2009
For information, contact jsm@amstat.org
or phone (888) 231-3473. If you have questions about the Continuing Education program,
please contact the Education Department. |