Kurssi

Julkaistu

(Päivitetty )

Helsingin yliopisto

Bayesian Data Analysis

Bayesian Data Analysis -course at University of Helsinki

5 op

Paikan päällä
Syventävät opinnot

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.

Lisätiedot

Bayesian data analysis, Lähiopetus 27.10.–15.12.2025

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Laajuus

5 op

1 osa

Koodi

LSI35002

Järjestäjä

Helsingin yliopisto

Helsingin yliopisto

Yhteystiedot

avoin-student@helsinki.fi

Kuuluu teemoihin:

Muutoksenhallinta ja analytiikka