# Introduction to Bayesian statistics

lstat2130  2020-2021  Louvain-la-Neuve

Introduction to Bayesian statistics
Due to the COVID-19 crisis, the information below is subject to change, in particular that concerning the teaching mode (presential, distance or in a comodal or hybrid format).
4 credits
15.0 h + 5.0 h
Q2
Teacher(s)
Language
English
Main themes
- The Bayesian model: basic principles. - The likelihood function and its a priori specification. - One-parameter models: choice of the a priori distribution, derivation of the a posteriori distribution, summarizing the a posteriori distribution. - Multi-parameter models: choice of the a priori distribution, derivation of the a posteriori distribution, nuisance parameters. Special cases: the multinomial and the multivariate Gaussian models. - Large sample inference and connections with asymptotic frequentist inference. - Bayesian computation.
Aims
 At the end of this learning unit, the student is able to : 1 By the end of the course, the student will be familiar with the principles and the basic techniques in Bayesian statistics. He or she will be able to use and to put forward the advantages and drawbacks of that paradigm in standard problems.
Content
- The Bayesian model: basic principles. - The likelihood function and its a priori specification. - One-parameter models: choice of the a priori distribution, derivation of the a posteriori distribution, summarizing the a posteriori distribution. - Multi-parameter models: choice of the a priori distribution, derivation of the a posteriori distribution, nuisance parameters. Special cases: the multinomial and the multivariate Gaussian models. - Large sample inference and connections with asymptotic frequentist inference. - Bayesian computation.
Bibliography
Gelman, A., Carlin, J.B., Stern, H.S. and Rubin, D.B. (2003,2nd edition) Bayesian Data Analysis. Chapman and Hall.
Spiegelhalter, D.J., Thomas, A. and Best, N.G. (1999) WinBUGS User Manual. MRC Biostatistics Unit.
Bolstad, W.M.(2004) Introduction to Bayesian Statistics. Wiley.
Faculty or entity

#### Programmes / formations proposant cette unité d'enseignement (UE)

Title of the programme
Sigle
Credits
Prerequisites
Aims
Master  in Data Science : Statistic

Master  in Mathematics

Master  in Economics: General

Certificat d'université : Statistique et sciences des données (15/30 crédits)

Master  in Mathematical Engineering

Master  in Data Science Engineering

Master  in Data Science: Information Technology

Approfondissement en statistique et sciences des données

Master  in Statistic: General

Master  in Statistic: Biostatistics

Master  in Biomedical Engineering 