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Statistical Rethinking course at MPI-EVA from Dec 2018 through Feb 2019

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Statistical Rethinking: A Bayesian Course Using R and Stan

Winter 2018/2019

Instructor: Richard McElreath

Location: Max Planck Institute for Evolutionary Anthropology, main seminar room

When: 10am-11am Mondays & Fridays (see calendar below)

Text: Statistical Rethinking, 1st ed and 2nd ed draft chapters https://xcelab.net/rm/statistical-rethinking/

Materials

R package

We'll use the Experimental (development) branch of my R package, because it has new features to go with the new course notes. First, you need to install rstan. Go to http://mc-stan.org/ and find the instructions for your platform. Then you can install the rethinking package:

install.packages(c("devtools","mvtnorm","loo","coda"),dependencies=TRUE)
library(devtools)
install_github("rmcelreath/rethinking",ref="Experimental")

The code is all on github: https://github.com/rmcelreath/rethinking/tree/Experimental

You can also run everything from the RStudio Cloud in your web browser. This is up-to-date with rethinking 1.80 and rstan 2.17.3 (as of 4 Dec 2018): https://rstudio.cloud/project/56157

Draft chapters

We'll use draft chapters for the 2nd edition of my book, Statistical Rethinking. You can download them at this link: https://xcelab.net/rm/sr2/. The password is at the end of the 2nd lecture (linked below).

Homework and solutions

I will also post problem sets and solutions here. Check the folders at the top.

Lectures

I will add links to slides and videos in the calendar below. The slides will be posted here: https://speakerdeck.com/rmcelreath. The videos will be here: https://www.youtube.com/playlist?list=PLDcUM9US4XdNM4Edgs7weiyIguLSToZRI.

Calendar & Topical Outline

01-Dec 3: The Golem of Prague <slides> <video>
02-Dec 7: Garden of Forking Data <slides> <video>

03-Dec 10: Geocentric Models <slides> <video>
04-Dec 14: Wiggly Orbits <slides> <video>

05-Jan 7: Spurious Waffles <slides> <video>
06-Jan 11: Haunted DAG <slides> <video>

07-Jan 14: Ulysses' Compass <slides> <video>
08-Jan 18: Model Comparison <slides> <video>

09-Jan 21: Conditional Manatees <slides> <video>
10-Jan 25: Markov Chain Monte Carlo <slides> <video>

11-Jan 28: Maximum entropy & GLMs <slides> <video>
12-Feb 01: God Spiked the Integers (binomial & Poisson GLMs) <slides> <video>

13-Feb 04: Monsters & Mixtures (Poisson GLMs, survival, zero-inflation) <slides> <video>
14-Feb 08: Ordered categories [slides] [video]

15-Feb 11: Multilevel models
16-Feb 15: Adventures in Covariance

17-Feb 18: Gaussian processes
18-Feb 22: Instruments and front doors

19-Feb 25: Missing Values and Measurement Error
20-Mar 01: Generalized Linear Madness (models beyond the GLM(M) framework)

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Statistical Rethinking course at MPI-EVA from Dec 2018 through Feb 2019

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