Section outline

  • The course will run every day from 9h (9h45 on Monday) to 12h30 and then from 13h30 to 17h, and will include two coffee breaks per day.

    Monday 5 September:

    9:45 - 10:30

    Introduction to Bayesian thinking

    • frequentist vs bayesian statistics
    • conditional probabilities
    • Bayes's theorem
    10:30 - 11:00 coffee break
    11:00 - 12:30 Exercises
    12:30 - 13:30 lunch break
    13:30 - 15:15

    Single-paramater models

    • Prior, likelihood and posterior
    • some useful distributions
    • Bayesian inference
    • examples of single parameter models
    15:15 - 15:45 coffee break
    15:45 - 17:00 Exercises

    Tuesday 6 September:

    9:00 - 10:30

    Multiparameter models

    • Multiparameter model
    • prior/likelihood/posterior
    • inference
    • Bayes' factor
    • model checking
    10:30 - 11:00 coffee break
    11:00 - 12:30 Exercises
    12:30 - 13:30 lunch break
    13:30 - 15:15

    Hierarchical models

    • Hierarchical structure
    • exchangeability
    • inference
    • example and applications
    15:15 - 15:45 coffee break
    15:45 - 17:00 Exercises

    Wednesday 7 September:

    9:00 - 10:30

    Bayesian computations

    • Normal approximation
    • Monte Carlo methods
    • inversion sampling
    • rejection sampling
    • importance sampling
    10:30 - 11:00 coffee break
    11:00 - 12:30 Exercises
    12:30 - 13:30 lunch break
    13:30 - 15:15

    Bayesian computations (cont.)

    • Markov chains
    • introduction to MCMC
    15:15 - 15:45 coffee break
    15:45 - 17:00 Exercises

     

    Thursday 8 September:

    9:00 - 10:30

    MCMC

    • Gibbs sampling
    • Metropolis sampling
    • Metropolis-Hastings sampling
    • burn-in period
    • thinning
    10:30 - 11:00 coffee break
    11:00 - 12:30

    MCMC in practice

    • convergence
    • methods of diagnostic
    12:30 - 13:30 lunch break
    13:30 - 14:15 Rstan
    14:15 - 15:15 Exercises and practical use of Rstan
    15:15 - 15:45 coffee break
    15:45 - 17:00 Exercises and practical use of Rstan (cont.)