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Helsingin yliopisto
Bayesian Data Analysis
Bayesian Data Analysis -course at University of Helsinki
5 cr
The course starts with introduction to Bayesian inference. We will study Bayes theorem and its components: prior distribution and likelihood function and how these define the posterior distribution. We will apply the Bayes theorem to inference on population parameters using Binomial model.
After this we move on to technical necessities related to Bayesian inference. The main mathematical operation in Bayesian analysis is integration which is used when solving for the posterior distribution, in marginalization over model parameters and in prediction. In this course, we learn how to use Markov chain Monte Carlo (MCMC) methods to approximate the required integrals. We will use R and Stan software to conduct the practical calculations in all exercises.
Next, we will study (generalized) linear models and few common hierarchical parametric models (Binomial, Gaussian, Poisson) and develop practical experience on their use in some common applied questions.
For last we will introduce model assessment and criticism with posterior predictive checks and sensitivity analyses and take a quick look to more fundamental topics in Bayesian statistics including exchangeability and conditional independence, graphical models and model comparison. However, more thorough treatment of these topics is left for course MAST32004 Advanced Bayesian Inference.
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Dates
Fields
Natural sciences
Scope
5 cr
1 component
Code
LSI35002