STAT 251

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Introduction to Bayesian Statistics

Statistics College of Physical and Mathematical Sciences

Course Description

The scientific method; conditional probability; Bayes' Theorem; conjugate distributions: Beta-binomial, Poisson-gamma, normal-normal; Gibbs sampling.

When Taught

Fall and Winter

Min

3

Fixed/Max

3

Fixed

3

Fixed

0

Title

Code in R

Learning Outcome

Code in R a Gibbs sampler and/or Metropolis sampler for a simple non-conjugate posterior distributions

Title

Bayesian Analysis

Learning Outcome

Interpret and explain the results of Bayesian analysis

Title

Conjugate Priors, Binomial, and Poisson Distributions

Learning Outcome

Identify the conjugate priors of the normal (mean and variance), binomial, and Poisson distributions and derive the respective posterior distributions

Title

Gibbs and Metropolis Samplers

Learning Outcome

Explain why Gibbs and Metropolis samplers work and when they are appropriate to use

Title

Bayes' Theorem

Learning Outcome

Explain how conditional probability and Bayes' Theorem relate to the analysis of data via the Bayesian paradigm