401-8624-00L Bayesian Inference (University of Zurich)
Semester | Spring Semester 2015 |
Lecturers | University lecturers |
Periodicity | non-recurring course |
Language of instruction | English |
Comment | No enrolment to this course at ETH Zurich. Book the corresponding module directly at UZH. UZH Module Code: STA422 Mind the enrolment deadlines at UZH: Link |
Abstract | This lecture gives an introduction to the principles and concepts of Bayesian inference and illustrates its application in the field of Biostatistics. |
Objective | |
Content | Topics include Bayes' theorem, Posterior distributions, Choice of the prior distribution, Bayesian point and interval estimates, Bayesian inference in multiparameter models, Bayesian asymptotics, empirical Bayes methods, Bayesian model selection and averaging, Bayesian prediction, numerical methods for Bayesian inference (Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods). |