Bayesian Statistics, 7.5 credits
Course information
Research education subject
- Economics
- Statistics
Course Syllabus
Course period
September 2024 - November 2024
Contacts
-
Sune Karlsson, Professor
+46 19 301257 sune.karlsson@oru.se
Course content
- Bayesian inference theory
- Simulation of posterior distributions
- Regression
- Hierarchical models
- Data augmentation and latent variables
- Diagnostics and model choice
Intended course learning outcomes
To obtain a passing grade, the doctoral student shall demonstrate:
- Understanding of the basic concepts in Bayesian Statistics,
- Ability to independently formulate a suitable statistical model including the choice of prior distribution,
- Ability to analyse (with concrete examples) how the posterior distribution can be evaluated with simulation methods,
- Ability to communicate relevant aspects of the modeling problem and the results of the statistical analysis,
- Ability to critically examine, evaluate and compare Bayesian statistical models.