Inhalt

[ 951STCOBAYK14 ] KV Bayes Statistics

Versionsauswahl
Es ist eine neuere Version 2026W dieser LV im Curriculum Master's programme Statistics and Data Science 2026W vorhanden.
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