Lecture 15: Bayes Multiple Testing & Empirical Bayes

Readings

[Bayes and Empirical Bayes Multiplicity Adjustment in Variable Selection](https://projecteuclid.org/journals/annals-of-statistics/volume-38/issue-5/Bayes-and-empirical-Bayes-multiplicity-adjustment-in-the-variable-selection/10.1214/10-AOS792.full

Empirical Bayes Correction for the Winner’s Curse in Genetic Association Studies

Mixture of g-priors

• A First Course in Bayesian Statistical Methods by Peter D. Hoff

• Bayesian Data Analysis (Third Edition) by Andrew Gelman, John Carlin, Hal Stern, David Dunson, Aki Vehtari, and Donald Rubin

  • Section 11.1: Gibbs sampler
  • Section 11.2: Metropolis and Metropolis-Hastings algorithms
  • Section 11.3: Using Gibbs and Metropolis as building blocks
  • Section 11.7: Bibliographic note
  • Section 14.1: Conditional modeling
  • Section 14.2: Bayesian analysis of the classical regression model

• The Bayesian Choice (Second Edition) by Christian Robert