Topic outline

  • General

    Bayesian Data Analysis

    Lausanne, 5-8 September 2016

    University of Lausanne, Génopode Building, room 2020

    This page is addressed to registered participants. To access event description, exact location and application form, please click here.

    For any assistance, please contact training@sib.swiss.

    • Programme

      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.)