Inhalt

[ 4MSBAKV ] KV Introduction to Bayes-Statistics

Versionsauswahl
Es ist eine neuere Version 2015W dieser LV im Curriculum Master's programme Statistics and Data Science 2024W vorhanden.
(*) Unfortunately this information is not available in english.
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 2012W
Objectives Students are familiar with the Bayes approach to statistics and are able to perform a conjugate Bayes analysis as well as Bayes inference using MCMC methods
Subject Basic concepts: Bayes' theorem, prior distribution, posterior distribution conjugate analysis

Bayesian inference: point and interval estimation, hypothesis testing, model choice (marginal likelihood, Bayes factor), Bayesian prediction, posterior predictive model checks, asymptotics

priors: natural conjugate priors in exponential families, improper priors, Jeffrey's prior

MCMC methods: Metropolis Hastings algorithm, Gibbs sampling, data augmentation

Bayes analysis of statisticall models: linear regression models logit and ordinal logit model; finite mixture model, random effects models

Criteria for evaluation Exam
written project report
Methods Lecture
Computer lab
Language German; english on demand
Study material Peter D. Hoff (2009). A first course in Bayesian statistical analysis.
Jim Albert(2009). Bayesian computation with R.
Christian Robert (2007) The Bayesian Choice.
Changing subject? No
On-site course
Maximum number of participants 40
Assignment procedure Assignment according to priority