ST3457 - Statistical Inference I (Bayesian Statistics)

2017/2018


Module Code: ST3457 

Module Title: Statistical Inference I

Cohorts: Maths 

Week range: 05-10, 12-16 

Semester: S1 (Michaelmas) 

Total hours: 33


Timetable: 

- Monday, h. 12pm-2pm, room LB01

- Thursday, h. 5pm-6pm, room LB107

Lab sessions will be scheduled for the second part of the course, i.e. during weeks 12-16.


Textbook:


Hoff, "A First Course in Bayesian Statistical Methods"

Other material and references will be provided when needed


Material:

25/09/17 - Slides (pdf)

28/09/17 - Slides (pdf)

02/10/17 - Slides (pdf)

09/10/17 - R script (R)



Syllabus (lecture by lecture):

25/09/17: Examples to compare Bayesian and frequentist approaches; Bayesian paradigm; A beta-binomial model for proportion estimation.

Textbook: Chapter 1 (with the exclusion of 1.2.2, which is a suggested reading).

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28/09/17: Belief functions and probability measures; Conditional independence.

Textbook: Chapter 2, pag. 13-17 and pag. 26. (read also Section 2.4 and 2.5 if you need to review these topics).

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02/10/17: Exchangeability; Comparison of i.i.d. and exchangeability assumption; de Finetti representation theorem (0-1 and general case); Sketch of the proof for the 0-1 case.

Textbook: Chapter 2, pag. 27-30.

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05/10/17: Binomial model with beta prior; conjugate priors.

Textbook: Chapter 3, pag. 31-38.

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09/10/17: More on Binomial model; Predictive distribution; Bayesian coverage; Quantile-based posterior credible intervals; Poisson model with gamma prior; Birth rates example (see R script).

Textbook: Chapter 3, pag. 38-50.

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