UPDATED 3:45pm EST, NOVEMBER 2, 2010
Figure
1. Why you should attend the tutorial. (Notice that the Bayesian analysis reveals many credible regression lines, for which the slopes and intercepts trade off, instead of just one "best" line.) 
This halfday tutorial shows you how to do Bayesian data analysis, hands on. The software is free; see installation instructions, below, before arriving at the tutorial. The intended audience is grad students and other researchers who want a groundfloor introduction to Bayesian data analysis. No mathematical expertise is presumed. If you can handle a few minutes of summation notation like Σ_{i}x_{i} and integral notation like ∫ x dx, you're good to go. Complete computer programs will be worked through, step by step.
Agenda. All tutorial sessions below are convened in the
Soulard room of the Millennium Hotel, St. Louis, on the morning of
November 18, 2010.
• 8:009:00 Bayes' rule, grid approximation, and
R. (See installation instructions, below, before arriving at the
tutorial.)
• 9:009:15 Break.
• 9:1510:15 Markov chain Monte
Carlo and BUGS.
• 10:1510:30 Break.
• 10:3011:30 Linear
regression.
• 11:3011:45 Break.
• 11:4512:45 Hierarchical
models.
Bayesian data analysis is not Bayesian modeling of cognition. Data analysis involves "generic" descriptive models (such as linear regression) without any necessary interpretation as cognitive computation. The rational way to estimate parameters in descriptive models is Bayesian, regardless of whether or not Bayesian models of mind are viable.
Why go Bayesian? See Figure 1. For a more serious, yet brief discussion of several benefits of Bayesian data analysis, along with an example and an emphasis that Bayesian data analysis is not Bayesian modeling of mind, see this article from Trends in Cognitive Sciences. For a lengthier exposition that explains a fatal flaw of 20th century null hypothesis significance testing, along with a discussion of Bayesian null hypothesis testing and other examples, see this article from Wiley Interdisciplinary Reviews: Cognitive Science.
Who is the instructor? John
Kruschke has taught introductory Bayesian statistics to graduate
students for several years (and traditional statistics and
mathematical modeling for over 20 years). He is fivetime winner of
Teaching Excellence Recognition Awards from Indiana University, where
he is Professor of Psychological and Brain Sciences, and Adjunct
Professor of Statistics. He has written
an introductory textbook on
Bayesian data analysis; see also the
articles linked above. His research interests include models of
attention in learning, which he has developed in both connectionist
and Bayesian formalisms. He received a Troland Research Award from the
National Academy of Sciences. He chaired the Cognitive Science
Conference in 1992.
Before arriving at the tutorial,
you must install the software listed below on your notebook
computer, because there will not be any internet service
available in the tutorial room.

This page URL: http://www.indiana.edu/~jkkteach/TutorialSCiP2010.html