MA40189: Topics in Bayesian statistics
[Page last updated: 22 May 2025]
Academic Year: | 2025/26 |
Owning Department/School: | Department of Mathematical Sciences |
Credits: | 6 [equivalent to 12 CATS credits] |
Notional Study Hours: | 120 |
Level: | Masters UG & PG (FHEQ level 7) |
Period: |
|
Assessment Summary: | EXCB 100% |
Assessment Detail: |
|
Supplementary Assessment: |
|
Requisites: | Before taking this module you must take MA40092 |
Learning Outcomes: |
: Students should be able to formulate the Bayesian treatment and analysis of many familiar statistical problems. |
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. |
Aims: | To introduce students to the ideas and techniques that underpin the theory and practice of the Bayesian approach to statistics. |
Course availability: |
MA40189 is Optional on the following courses:Department of Mathematical Sciences
|
Notes:
|