STATS 731 Bayesian Inference

Below description edited in year: 2007

Points: 15

Prereqs: Sound knowledge of STATS 210, and familiarity with the material in STATS 310 and STATS 330 is an advantage.

Credit: 40% coursework, 60% final exam

Textbooks: Recommended and on desk copy at Short Loans, Kate Edger Information Commons (Level 1)
"Statistics: a Bayesian Perspective" by Donald Berry
"Bayesian Statistics: An Introduction" by Peter Lee
"Bayesian Data Analysis" by Gelman, Carlin, Stern, and Rubin
"Bayes and Empirical Bayes Methods for Data Analysis" by Carlin and Louis

For Advice: Renate Meyer (Email: renate.meyer@auckland.ac.nz | extn: 85755)

Taught: Second Semester City

Website: STATS 731 website

STATS 731 is an introductory course in Bayesian inference starting from first principles with major emphasis on Bayesian methods in applied data analysis. The Bayesian approach is based on a different paradigm than the classical frequentist approach to statistical inference that is traditionally taught in undergraduate courses. Over the last decade, the Bayesian approach has revolutionised many areas of applied statistics such as biometrics, econometrics, market research, statistical ecology and physics. Although the Bayesian approach dates back to the 18th century, its rise and enormous popularity today is due to the advances made in Bayesian computation through computer-intensive simulation methods. Knowledge of Bayesian procedures and software packages will become indispensable for any career in Statistics. Students will be using the software package R for Bayesian computation and will be introduced to WinBUGS.

Topics covered include: the Bayesian approach, conjugate distributions, prior distributions, simulation methods, Markov chain Monte Carlo methods, using the WinBUGS software, and applications to data analysis.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2008), is provided as a general guide only for students and is subject to alteration. All students enrolling at the University of Auckland must consult its official document, the University of Auckland Calendar, to ensure that they are aware of and comply with all regulations, requirements and policies.