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Bayesian Statistics
Second title: Bayesian Statistics
Provider: Faculty of Science

Activity no.: 5539-18-07-31 
Enrollment deadline: 29/08/2018
PlaceDepartment of Mathematical Sciences
Universitetsparken 5, 2100 København Ø
Date and time03.09.2018, at: 09:00 - 11.11.2018, at: 16:00
Regular seats50
ECTS credits7.50
Contact personNina Weisse    E-mail address: weisse@math.ku.dk
Enrolment Handling/Course OrganiserCarsten Wiuf    E-mail address: wiuf@math.ku.dk
Written languageEnglish
Teaching languageEnglish
Semester/BlockBlock 1
Scheme groupA (Tues 8-12 + Thurs 8-17)
Exam formSkriftlig aflevering
Exam detailsWritten assignment
Exam aidsAll aids allowed
Grading scale7 point grading scale
Exam re-examinationAs for the ordinary exam

Aim and content
  • The Bayesian paradigm
  • Sufficiency and likelihood
  • Prior and posterior distributions
  • Decision theoretic foundations
  • Conjugate prior distributions
  • Default prior distributions
  • Bayesian parameter estimation
  • Bayesian computation
  • Bayes factors and model choice
  • Bayesian asymptotics
  • Empirical Bayes methods

Learning outcome

Knowledge:

Basic knowledge of the topics covered

Skills:

  • Discuss and understand basics of the Bayesian paradigm
  • Understand how decision theory underpins Bayesian inference
  • Understand methods for constructing prior distributions
  • Discuss and understand basic principles for Bayesian model choice

 

Competences:

  • Ability to use standard software for simple modelling and Bayesian computation
  • Ability to construct and perform a Bayesian analysis of statistical models

 


Literature

C. P. Robert. The Bayesian Choice. 2nd edition. Springer-Verlag 2001. Paperback edition 2007.


Teaching and learning methods
Lectures and theoretical exercises

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