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Summer 2019: Bayesian Statistics II

Bayesian Statistics II

© Universität Bielefeld

Contents

Bayesian thinking differs from frequentist statistics in its interpretation of probability and uncertainty. It complements the existing statistical toolbox with powerful methods for simulation and inference. The lectures Bayesian Statistics I and II aim to familiarize the students to the Bayesian approach. The first part deals with the theoretical fundamentals and the principles of estimating, testing, forecasting and model assessment. In addition, Bayesian regression concepts and computer-intensive simulation methods such as Markov chain Monte Carlo (MCMC) are introduced. The second part complements and deepens these topics, for example by Bayesian nonparametric density estimation, Bayesian model choice and Approximate Bayesian Computing (ABC).

General information

LecturersProf. Dr. Christiane Fuchs (lectures), Houda Yaqine (exercises)

Type: Lecture with optional exercises

Study achievements (Studienleistungen): Study achievements for the exercise class can be fulfilled by preparation of the exercise sheets, one submission of a solution, and active participation in discussions.

Recommended prerequisites: Good knowledge of statistics (esp. (conditional) densities/probabilities, likelihood inference, regression) and R, Bayesian Statistics I

Module allocation: see eKVV (lecture) and eKVV (exercises)

Dates: The lectures and exercise classes take place on Thursdays as follows:

Date Type Time Room
11.04.2019 lecture 10:15-11:45 X-E0-202
    12:30-14:99 X-E1-200
18.04.2019 exercises 12:30-14:00 X-E1-200
25.04.2019 lecture 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200
02.05.2019 exercises 12:30-14:00 X-E1-200
09.05.2019 lecture 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200
16.05.2019 exercises 12:30-14:00 X-E1-200
23.05.2019 lecture 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200
06.06.2019 exercises 12:30-14:00 X-E1-200
13.06.2010 lecture 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200
27.06.2019 no exercises    
04.07.2019 exercises 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200
11.07.2019 lecture 10:15-11:45 X-E0-202
    12:30-14:00 X-E1-200

Literature

  • Lee: Bayesian Statistics. Wiley, 4th edition.
  • Gelman et al.: Bayesian Data Analysis. CRC Press, 3rd edition.

Material

Lecture slides, exercise sheets and further material are made available via LernraumPlus.

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