STATS 731 Bayesian Inference

Below description edited in year: 2011

Points: 15

Prereqs: Sound knowledge of STATS 210 and STATS 331, 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)
"Bayesian Computation with R" by Jim Albert
"Bayes and Empirical Bayes Methods for Data Analysis" by Carlin and Louis
"Bayesian Data Analysis" by Gelman, Carlin, Stern, and Rubin
"Bayesian Modeling Using WinBUGS" by Ioannis Ntzoufras
"Bayesian Statistics: An Introduction" by Peter Lee

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

Taught: First Semester City

Website: STATS 731 website

STATS 731 is a graduate 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 and WinBUGS for Bayesian computation.

Topics covered include: the Bayesian approach, conjugate distributions, specification of prior distributions, Likelihood Principle, techniques for posterior computation, normal approximation, stimulation methods, Markov chain Monte Carlo methods, Bayesian regression models, hierarchical models, dynamics models, model checking and determination.

Disclaimer:
Although every reasonable effort is made to ensure accuracy, this information for the course year (2012), 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.