Course: Bayesian Statistics

Course type: programme-based elective
Lecturer: Jaka Smrekar
 

Study programme and level Study field Academic year Semester
Applied statistics, second level All modules 2nd 1st

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.

 

Kontakt

Glavni kontakt:
e-pošta: info.stat (at) uni-lj.si

Kontakt za administrativna vprašanja (vpis, tehnična vprašanja):
Tanja Petek
Univerza v Ljubljani, Fakulteta za elektrotehniko, Tržaška cesta 25, 1000 Ljubljana.
št. sobe: AN012C-ŠTU
telefon: 01 4768 460
e-pošta: tanja.petek (at) fe.uni-lj.si