Kursussøgning, efter- og videreuddannelse – Københavns Universitet

Videresend til en ven Resize Print Bookmark and Share

Kursussøgning, efter- og videreuddannelse

Bayesian Statistics

Practical information
Study year 2016/2017
Time
Block 3
Programme level Full Degree Master
ECTS 7,5 ECTS
Course responsible
  • Steffen L. Lauritzen (9-6e6377746b767c6770426f63766a306d7730666d)
  • Department of Mathematical Sciences
Course number: NMAK16002U

Course 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

 

Recommended prerequisites

Basic understanding of mathematical statistics including conditional distributions. Stat1 + Stat2 or equivalent is sufficient.

Sign up

As an exchange, guest and credit student - click here!

Continuing Education - click here!

Education

MSc Programme in Statistics

Studyboard

Study Board of Mathematics and Computer Science

Course type

Single subject courses (day)

Teacher

Steffen L. Lauritzen

Duration

1 block

Schedulegroup

A
---- SKEMA LINK ----

Teaching and learning methods

4 hours of lectures and 3 hours of exercises per week for seven weeks.

Capacity

No restrictions/ no limitations

Language

English

Workload

Category Hours
Lectures 28
Theory exercises 18
Practical exercises 3
Exam 27
Preparation 130
English 206

Exam

Type of assessment

Written assignment, 27 hours
---

Aid

All aids allowed

Marking scale

7-point grading scale

Criteria for exam assessment

The student must in a satisfactory way demonstrate that he/she has mastered the learning outcome of the course.

Censorship form

No external censorship
One internal examiner

Re-exam

As for the ordinary exam

Mere information om kurset
Er du BA- eller KA-studerende?
Er du bachelor- eller kandidat-studerende, så find dette kursus i kursusbasen for studerende:

Kursusinformation for indskrevne studerende