Section outline

  • General

    Collapse all Expand all

    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.)