Inhalt

[ 951STCOBAYK14 ] KV Bayes Statistics

Versionsauswahl
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Statistics Helga Wagner 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites keine
Original study plan Master's programme Statistics and Data Science 2025W
Learning Outcomes
Competences
Students understand the Bayesian approach to statistics and are able to perform a Bayesian analysis.
Skills Knowledge
  • Knowing and understanding of the fundamental concepts of Bayes statistics (k1,k2)
  • Knowing and understanding the Bayesian approach to statistical learning (k1,k2)
  • Discussing and critical evaluation of choices of of prior distributions (k3,k4, k5)
  • Performing a conjugate Bayesian analysis (k3)
  • Understanding and implementing MCMC methods for Bayesian inference in statistical software R (k3)
  • Bayes rule and Bayes theorem
  • Basic concepts of Bayesian analysis
  • Conjugate prior distribution and conjugate analysis
  • Conjugacy in Exponential families
  • Predictive distributions and posterior predictive model checking
  • Monte Carlo Approximation of the Posterior distribution
  • MCMC methods: Gibbs sampling, Data Augmentation, Metropolis-Hastings Algorithm
  • Bayesian analysis of regression type models (linear regression, probit model, mixed effects model)
  • Bayesian analysis of finite mixture distribution
  • Bayesian analysis of missing data

Criteria for evaluation examples
written project report
Methods Lecture
Computer lab
Language English
Study material Hoff P.D. (2009). A first course in Bayesian statistical analysis.
Albert J. (2009). Bayesian computation with R.
Robert C. (2007). The Bayesian Choice.
Changing subject? No
Corresponding lecture 4MSBAKV: KV Einführung in die Bayes-Statistik (4 ECTS)
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority