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Peter Hoff

Associate Professor

Department of Statistics
Department of Biostatistics
Center for Statistics and the Social Sciences

University of Washington-Seattle

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New book : A First Course in Bayesian Statistical Methods

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Research Activities, Papers and Software

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Recent papers

• A hierarchical eigenmodel for pooled covariance estimation
• Simulation of the matrix Bingham-von Mises-Fisher distribution
• Extending the rank likelihood for semiparametric copula estimation
• Model averaging and dimension selection for the singular value decomposition

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Recent software

• hpca - R-code for pooling covariance matrices via hierarchical principal axes
• rstiefel - R-package to sample from the matrix Bingham-von Mises-Fisher distribution
• eigenmodel, svdmodel - R-package and code for semiparametric regression and factor modeling of relational data
• sbgcop - R-package for semiparametric estimation of a multivariate Gaussian copula model.

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Recent talks

• Semiparametric set likelihoods
• Hierarchical eigenmodels for pooled covariance estimation
• Semiparametric copula estimation

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Recent teaching

• CSSS/Stat 564, Bayesian Statistics for the Social Sciences: Spring 2009
• CSSS/Stat 560, Hierarchical models: Winter 2009
• Stat 502, Design and Analysis of Experiments: Autumn 2008

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Links

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CV

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