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MA32023: Bayesian statistics

[Page last updated: 22 May 2025]

Academic Year: 2025/26
Owning Department/School: Department of Mathematical Sciences
Credits: 5 [equivalent to 10 CATS credits]
Notional Study Hours: 100
Level: Honours (FHEQ level 6)
Period:
Semester 2
Assessment Summary: EXCB 100%
Assessment Detail:
  • Examination (EXCB 100%)
Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Requisites: Before taking this module you must ( take MA12003 AND take MA12004 ) OR ( take MA12011 AND take MA12008 ) OR take MA12013 OR ( take AT LEAST 1 MODULE FROM {MA10207, MA10274} AND take MA10210 AND take MA10212 )
Learning Outcomes: By the end of this unit you will be able to:
  • Formulate the Bayesian treatment of a statistical problem.
  • Analyse familiar statistical problems using a Bayesian approach.



Synopsis: You will learn the theory of Bayesian inference and apply Bayesian methods to a variety of statistical models and data types.

Content: The Bayesian method: Bayes theorem, using Bayes theorem for parametric inference, sequential updating, conjugacy, using the posterior for inference, interval summaries. Modelling: predictive distribution, exchangeability, de Finetti's Representation Theorem, sufficient statistics, conjugacy and exponential families, prior specification including default prior selection methods such as the Jeffreys prior. Computation: normal approximations, Monte Carlo integration, importance sampling, basic idea of Markov chain Monte Carlo, Metropolis-Hastings algorithm, Gibbs sampling.

Course availability:

MA32023 is Compulsory on the following courses:

Department of Mathematical Sciences
  • USMA-AFB32 : BSc(Hons) Mathematics and Statistics (Year 3)
  • USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
  • USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)

MA32023 is Optional on the following courses:

Department of Computer Science
  • USCM-AFB32 : BSc(Hons) Computer Science and Mathematics (Year 3)
  • USCM-AAB20 : BSc(Hons) Computer Science and Mathematics with Study year abroad (Year 4)
  • USCM-AKB20 : BSc(Hons) Computer Science and Mathematics with Year long work placement (Year 4)
  • USCM-AFM32 : MComp(Hons) Computer Science and Mathematics (Year 3)
  • USCM-AKM32 : MComp(Hons) Computer Science and Mathematics with professional placement (Year 3)
  • USCM-AKM32 : MComp(Hons) Computer Science and Mathematics with study abroad (Year 3)
Department of Economics
  • UHES-AFB12 : BSc(Hons) Economics and Mathematics (Year 3)
  • UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
  • UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
  • UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
  • USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
  • USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
  • USMA-AFB30 : BSc(Hons) Mathematics (Year 3)
  • USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AFB33 : BSc(Hons) Mathematics, Statistics and Data Science (Year 3)
  • USMA-AAB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Study year abroad (Year 4)
  • USMA-AKB20 : BSc(Hons) Mathematics, Statistics, and Data Science with Industrial Placement (Year 4)
  • USMA-AFM30 : MMath(Hons) Mathematics (Year 3)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)

Notes:

  • This unit catalogue is applicable for the 2025/26 academic year only. Students continuing their studies into 2026/27 and beyond should not assume that this unit will be available in future years in the format displayed here for 2025/26.
  • 好色tv and units are subject to change in accordance with normal University procedures.
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  • Find out more about these and other important University terms and conditions here.