EPM5013 · Bayesian statistical methods

Overview

This unit provides a thorough introduction to the concepts and methods of modern Bayesian statistical methods with particular emphasis on practical applications in biostatistics. Comparison of Bayesian concepts involving prior distributions with classical approaches to statistical analysis, particularly likelihood based methods. Applications to fitting hierarchical models to complex data structures via simulation from posterior distributions using Markov chain Monte Carlo techniques (MCMC) with the WinBUGS software package.

Offerings

Assessment

The Handbook does not list a final examination among the assessment items. That is not a guarantee there is none.

Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.

Requisites

Learning outcomes

1. Explain the logic of Bayesian statistical inference i.e. the use of full probability models to quantify uncertainty in statistical conclusions.
2. Develop and analytically describe simple one-parameter models with conjugate prior distributions and standard models containing two or more parameters including specifics for the normal location-scale model.
3. Appreciate the role prior distributions and have a thorough understanding of the connection between Bayesian methods and standard 'classical' approaches to statistics, especially those based on likelihood methods.
4. Recognise situations where a complex biostatistical data structure can be expressed as a Bayesian hierarchical model, and specify the technical details of such a model.
5. Explain and use the most common computational techniques for use in Bayesian analysis, especially the use of simulation from posterior distributions based on Markov Chain Monte Carlo (MCMC) methods, with emphasis on the practical implementation of such techniques in the WinBUGS package.
6. Perform practical Bayesian analysis relating to health research problems, and effectively communicate the results.

Workload

No workload detail published.

Student experience, not official rules. Nothing here changes what the Handbook says.