Theories of Inference

Alternative theories of inference (Bayes, likelihood, Neyman-Pearson hypothesis testing, etc.)

2014 Lecture

  Lecture 4 Video (2 hrs)
  Lecture 3 Video (2 hrs)

  
Slides used in class
  Slides for printing

2014 Section

  Section 3 Video (1 hr)
  Section 3 Slides
  Section 3 Code
  Section 4 Video (1 hr)
  Section 4 Slides
  Section 4 Code
  Section 5 Video (1 hr)
  Section 5 Slides
  Section 5 Code

2013 Lecture

 Lecture 3 Video (2 hrs)
 Lecture 4 Video (2 hrs)
 Lecture 5 Video (2 hrs)
 Slides used in class
 Slides for printing

2013 Section

 Section 3 Video (1 hr)
 Section 3 Slides
 Section 3 Slides (printable)
 Section 4 Slides
 Section 4 Video (1 hr)
 Computation Section Code
 Section 5 Video (1 hr)
 Section 5 Slides
 Section 5 Slides (Printable)

2012 Lecture

 Lecture 3 Video (2 hrs)
 Lecture 4 Video (2 hrs)
 Slides used in class
 Printable version of slides

2012 Section

 Section 2: Introduction to Likelihood
 Section 2: Slides
 Section 3: Optimization
 Section 3: Slides
 Section 4: Likelihood (cont.)
 Section 4: Slides

2010 Lecture (selections):

 Slides used in these videos
 Problem of Inference and Likelihood Theory of Inference (36:34)
 Bayesian Theory of Inference (22:14)
 Neyman-Pearson Hypothesis Testing (13:03)
 What is the Best Theory of Inference? (09:29)
 Likelihood of Stylized Normal (28:44)
 Hyperdimensional Space (11:04)
 Finding Maximum of Likelihood (05:15)
 Properties of Likelihood Maximum + Uncertainty (23:02)
 Standard Errors of Maximum Likelihood Estimates (29:20)
 Simulation for any Maximum Likelihood Model (08:37)
 Forecasting Presidential Elections - Part 1 (18:42)
 Forecasting Presidential Elections - Part 2 (21:01)
 Variance Function Models (08:05)