Bayesian Data Analysis, Purdue 2011

Workshop: Introduction to Doing Bayesian Data Analysis

Purdue University
Saturday, Oct. 22, 2011, 9:00am - 12:00noon
Stewart Center (STEW), room 214

Success increasing with knowledge of Bayesian data
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 workshop shows you how to do Bayesian data analysis, hands on (with free software called R and BUGS). The intended audience is grad students, faculty, and other researchers who want a ground-floor introduction to Bayesian data analysis. No mathematical expertise is presumed.


Strongly recommended textbook: Doing Bayesian Data Analysis: A Tutorial with R and BUGS. See some published reviews of the book here. Other endorsements and information about the book can be read here.

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. The concepts and methods of Bayesian data analysis transfer to other Bayesian models, including Bayesian models of cognition.

Why go Bayesian? See Figure 1. But beyond that, sciences from astronomy to zoology are changing from 20th-century null-hypothesis significance testing to Bayesian data analysis. Read more:

*Your click on this link constitutes your request to the author for a personal copy of the article exclusively for individual research.

Book cover. Who is the instructor? John Kruschke is five-time 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 the science of moral judgment, applications of Bayesian methods to teaching and learning, and models of attention in learning, which he has developed in both connectionist and Bayesian formalisms. He received the Troland Research Award from the National Academy of Sciences. He is action editor for the Journal of Mathematical Psychology, and is on the editorial boards of Psychological Review, the Journal of Experimental Psychology: General, among others.

Bringing a notebook computer?

You do not need to bring a notebook computer to the course. But you are invited to bring one, so that you can run the programs and see how their output corresponds with the presentation material. If you want to bring a notebook computer to the course, you must install the software listed below before arriving at the course, because there will not be time to do it during the tutorial.

  1. One of the packages we'll be using requires the Windows operating system (OS). If your machine can operate with Windows, the tutorial materials may operate best that way. If you are using Macintosh OS or Linux without the option to boot with Windows, please see the blog and search it with the term "Linux".

  2. Install the free programming language R. Go to In the box labelled "Download and Install R" click the "Windows" link. On the page that appears, click the "base" link. The next page that appears has the latest version of R as its top link. Click that link and follow the installation instructions. Use the 32-bit version, not the 64-bit version. (Even if you are using MacOS or Linux, download the 32-bit Windows executable.)

  3. Invoke R. (If you are using MacOS or Linux, invoke the Windows version of R within WINE.) At the command line in the R console window, type
    You must include the quotes around "BRugs", and type "BR" in uppercase and everything else in lowercase. You will be prompted to select an internet repository; choose a site that is geographically near you.

    Note: You must be using a recent version of R for the install.packages("BRugs") command to work properly. Are you getting an error message that the package is not available? If so, try this: In the R console window, click menu items Packages > Select Repositories, and, in the resulting pop-up window, make sure to select both CRAN and CRAN(extras), then click okay. BRugs lives in CRAN(extras). Then try install.packages("BRugs") again. Thanks to Uwe Ligges for these hints!

  4. Copy the following data analysis program to your computer and be sure that it runs. Right click this link and save the linked file on your computer, using any file name with a ".R" extension. Then, invoke R, and on the R console window click the menu items File > Source R code... Browse to your saved file and select it (and click Open or OK). The program should run in R and produce a graph in a new window and some output text in the R console.

    If the program does not run, please study all the previous steps and be sure that each was successfully accomplished.

  5. Download the programs from the book's web site.

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