Course type: programme-based elective
Lecturer: Assoc Prof Mihael Perman, Assoc Prof Jaka Smrekar
 

For the timeline see Curriculum.

Prerequisites:

• Enrolment into the relevant academic year.

Content (Syllabus outline):
 

• Bayesian models with one and more parameters. Connection with standard statistical methods. Hierachical models. Testing of models and sensitivity analysis. Bayesian  design of experiment.
• Bayesian approach to evidence synthesis of multiple surveys, power priors, analysis of dependence of synthesis analysis on previous surveys.
• Introduction into regression analysis. Analysis of variance and covariance. Hypothesis testing via Bayes factor, complexity and fit. Posterior probabilities of hypotheses – models, and influence of priors on them, training sample.
• More on posterior probabilities, estimating parameters, central credibility interval, the importance of conjugated distributions. Gibbs sampler, convergence of estimates, algorithm Metropolis-Hastings. Posterior simulations. Some other specific models of Bayesian anlysis

Objectives and competences:

Basic knowledge of Bayesian statistics is acquired.

Bayesian methods are of great importance in practice. Therefore, experts with practical knowledge will present their experience in class.

Intended learning outcomes:
Understanding of basic concepts of Bayesian statistics.