This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Activity Details

CE_03C Sat, 7/31/2010, 8:30 AM - 5:00 PM CC-1 (East)
Monte Carlo and Bayesian Computation with R — Continuing Education Course
Section on Physical and Engineering Sciences , Section on Bayesian Statistical Science
Instructor(s): Maria Rizzo, Bowling Green State University, Jim Albert, Bowling Green State University
This course describes 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 are outlined. The use of R in Bayesian computation is described, including the programming of the posterior distribution and the use of different R tools to summarize the posterior. Special focus will be on the application of Markov chain Monte Carlo algorithms and diagnostic methods to assess convergence of the algorithms. It is assumed that the participant will be familiar with the basics of the R system.

2010 JSM Online Program Home

For information, contact or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.