Compilations

In this space I will add “stuff” I believe might interest different groups of researchers and/or practitioners and/or students at different levels.   My scientific papers (published or not) can be found here, while examples and code form my 2006 “MCMC for Bayesian Inference” book (with Dani Gamerman) can be found here.  Lots and lots of teaching material can be found in over 25 regular courses (and here) and over 25 short courses or tutorials that I’ve taught over the last 20 years. The material I upload here are not necessarily supposed to be directly related to one another, but, of course, they are conditionally on me (the provider).

 

  1. An Introduction to the Bayesian Paradigm
  2. Monte Carlo (MC) and Markov Chain Monte Carlo (MCMC): Key References (2021)
  3. An introduction to dynamic models: Kalman recursions, DLGM, nonlinear DLM, MCMC and SMC
  4. Discussion about p-values (2021)
  5. Hamiltonian Monte Carlo: A toy example (2021)
  6. Stan/rstan for posterior inference: Hamiltonian MC (HMC) methods (2021)
  7. Statistics, Data Science and Machine Learning (2017) + here, here, here & here
  8. Causality: Readings in Statistics and Econometrics (2015) + annotated bibliography here & here
  9. Journal Club de Causalidade (2021)
  10. Bayesian R packages for Econometrics (2014)
  11. Short course: Bayesian Methods for Empirical Macroeconomics (2012)
  12. Short course: MCMC and SMC in SV models (2009) + Lopes and Tsay (2011 ; R code) & Lopes and Carvalho (2012)
  13. Short course: Bayesian Statistics: Techniques and Implementation (2009)
  14. Short course: Monte Carlo Methods and Stochastic Volatility (2009) + Lopes and Polson (2010) 
  15. Short course: An introduction to SMC methods for non-normal and non-linear dynamic models (2008) + 2009 handouts
  16. Factor models: an annotated bibliography (2003) + Lopes (2014)
  17. PhD Seminar: Bayesian Nonlinear Regression and Classification (2002)
  18. PhD Seminar: Advanced Dynamic Modeling (2000)
  19. BART: papers, slides, people and a few bibliography
  20. Helio Migon’s 70th birthday (2016) (also here + interviews in 2003, 2015 and 2016)