Introduction to Bayesian statistics. [ LSTAT2130 ]
4.0 crédits ECTS
15.0 h + 5.0 h
2q
| Teacher(s) |
Lambert Philippe ;
|
| Language |
French
|
Place
of the course |
Louvain-la-Neuve
|
| Main themes |
- The Bayesian model: basic principles.
- The likelihood function and its a priori specification.
- One-parameter models: choice of the a priori distribution, derivation of
the a posteriori distribution, summarizing the a posteriori distribution.
- Multi-parameter models: choice of the a priori distribution, derivation
of the a posteriori distribution, nuisance parameters. Special
cases: the multinomial and the multivariate Gaussian models.
- Large sample inference and connections with asymptotic frequentist
inference.
- Bayesian computation.
|
| Aims |
By the end of the course, the student will be familiar with the principles
and the basic techniques in Bayesian statistics. He or she will be able to
use and to put forward the advantages and drawbacks of that paradigm in
standard problems.
|
| Content |
- The Bayesian model: basic principles.
- The likelihood function and its a priori specification.
- One-parameter models: choice of the a priori distribution, derivation of
the a posteriori distribution, summarizing the a posteriori distribution.
- Multi-parameter models: choice of the a priori distribution, derivation
of the a posteriori distribution, nuisance parameters. Special
cases: the multinomial and the multivariate Gaussian models.
- Large sample inference and connections with asymptotic frequentist
inference.
- Bayesian computation.
|
| Other information |
References :
Ouvrages de référence
Gelman, A., Carlin, J.B., Stern, H.S. and Rubin, D.B. (2003,2nd edition) Bayesian Data Analysis. Chapman and Hall.
Spiegelhalter, D.J., Thomas, A. and Best, N.G. (1999) WinBUGS User Manual. MRC Biostatistics Unit.
Bolstad, W.M.(2004) Introduction to Bayesian Statistics. Wiley.
|
Cycle et année
d'étude |
> Master [120] in Statistics: General
> Master [120] in Statistics: Biostatistics
> Master [120] in Business engineering
> Master [120] in Mathematics
> Bachelor in Information and Communication
> Bachelor in Philosophy
> Bachelor in Pharmacy
> Bachelor in Computer Science
> Bachelor in Economics and Management
> Bachelor in Motor skills : General
> Bachelor in Human and Social Sciences
> Bachelor in Sociology and Anthropology
> Bachelor in Political Sciences: General
> Bachelor in Mathematics
> Bachelor in Biomedicine
> Bachelor in Engineering
> Bachelor in religious studies
> Certificat universitaire en statistique
> Master [120] in Biomedicine
> Master [120] in Mathematical Engineering
> Master [120] in Economics: General
|
Faculty or entity
in charge |
> LSBA
|
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