Inhalt

[ 951STCOBAYK14 ] KV Bayes Statistics

Versionsauswahl
Es ist eine neuere Version 2015W dieser LV im Curriculum Master's programme Statistics and Data Science 2024W 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 2014W
Objectives Students are familiar with the Bayesian approach to statistics and are able to perform a conjugate Bayesian 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

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

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

Criteria for evaluation wxam
written project report
Methods Lecture
Computer lab
Language German, English if required
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