Quality and Productivity and Physical and Engineering Sections



Monte Carlo Methods and Bayesian Computation in R


Jim Albert (Department of Mathematics and Statistics, Bowling Green State University)

Date and Time

Thursday, November 15, 12:00 p.m.- 2:00 p.m. Eastern time


This webinar describes the use of the statistical system R in Monte Carlo experiments and Bayesian computation. R tools are described for generating random variables, computing criteria of statistical procedures, and replicating the procedure to compute quantities such as mean squared error and probability of coverage. The use of R in Bayesian computation is described, including the programming of the posterior distribution and the use of different R tools to summarize the posterior. Special focus will be on the application of Markov chain Monte Carlo algorithms and diagnostic methods.


Albert, Jim (2009), Bayesian Computation with R, Springer, Second edition.

Albert, Jim and Rizzo, Maria (2012), R by Example, Springer.

Registration Deadline: Tuesday, November 13

Registration Fees

Members of the Q&P and SPES Sections: $75
ASA Members: $90
Nonmembers: $105


PDF Presentation Slides

Access Information

Registered persons will be sent an email the afternoon of Tuesday, November 13, with the access information to join the webinar and the link to download and print a copy of the presentation slides.

About Q&P Webinars

Each registration is allowed one web connection and one audio connection. The section encourages multiple persons to view each registered connection. For example, if your department or agency has a conference room with a computer, projector, screen, and a speakerphone, you can pay for one registered connection and have all of your staff attend the webinar in the conference room.

The access information and presentation materials will become available to registered participants two business days before the scheduled webinar time. The presenter controls the flow of the presentation. When the presenter run software or shows Web pages, the audience will see this on their computer screens in real time. Generally the audience does not ask questions on phone. Questions for the presenter are submitted using the chat feature found on the webinar web page. The presenter can see the questions as they come in and choose to answer.