401-8624-00L  Bayesian Inference (University of Zurich)

SemesterSpring Semester 2015
LecturersUniversity lecturers
Periodicitynon-recurring course
Language of instructionEnglish
CommentNo 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


AbstractThis lecture gives an introduction to the principles and concepts of
Bayesian inference and illustrates its application in the field of
Biostatistics.
Objective
ContentTopics 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).