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I'm looking for a solution manual for Peter Hoff's A first course in Bayesian statistical methods. I cannot find it online, does anybody know whether there is a manual available?

Alternatively does anybody know where I can find good exercises and solutions for a math student who tries to understand Bayesian Statistics? Especially

  • Belief, probability and exchangeability
  • Conjugacy in exponential family models
  • Monte Carlo approximation
  • Gibbs and Metropolis sampling
  • Bayesian linear regression
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4 Answers 4

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The book Bayesian Econometric Methods is quite perfect for your need: http://www.amazon.co.uk/Bayesian-Econometric-Methods-Exercises/dp/0521671736

Take a look at the table of contents and you will see that it covers all subjects you're interested on.

It presents several exercises with answers. In fact, the book is alll about exercises with answers. I have it and it's really good. They even have a website with matlab code to implement gibbs sampling described in the book. I was able to adapt the code into R, even knowing nothing of matlab.

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  • $\begingroup$ This looks great. I will see if this answer deserves the 50 points :) Thank you for your response $\endgroup$
    – Applied mathematician
    Dec 6, 2012 at 13:27
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Springer textbook solution manuals can be downloaded by instructors. The signup page for an instructor account is at http://www.springer.com/instructors?SGWID=0-115-12-333200-0

If you're looking for some Bayesian practice problems with solutions, consider the online course materials from Newcastle University at: http://www.mas.ncl.ac.uk/~nmf16/teaching/mas3301/

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  • $\begingroup$ Ty for your help. I'm not an official instructor. What can I do to obtain this solution manual? By the way this is good material (Newcastle University). I will wait to see whether I get more (better) answers to my question, otherwise you get the 50 reputation points :) $\endgroup$
    – Applied mathematician
    Dec 5, 2012 at 15:32
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Computer code and data are available on Peter Hoff's (the author) webpage. Perhaps that information is the "solution manual" you are looking for?

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  • $\begingroup$ No, these are not the solutions of the excersises :) $\endgroup$
    – Applied mathematician
    Dec 6, 2012 at 13:16
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    $\begingroup$ @Hempo You know you could email the author and ask him... $\endgroup$
    – RioRaider
    Dec 6, 2012 at 15:34
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As part of a course I did a while ago I took a crack at some of the exercises in this GitHub repository: https://github.com/jayelm/hoff-bayesian-statistics

Not everything is answered (only selected exercises from Chapters 1-8ish), and correctness not guaranteed.

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