The spring semester 2021 will generally take place online. New presence elements as of April 26 will be communicated by the lecturers.

Fabio Sigrist: Catalogue data in Autumn Semester 2019

Name Prof. Dr. Fabio Sigrist
(Professor Hochschule Luzern (HSLU))
Hochschule Luzern
Suurstoffi 1
6343 Rotkreuz
Telephone+41 41 757 67 61

401-3628-14LBayesian Statistics4 credits2VF. Sigrist
AbstractIntroduction to the Bayesian approach to statistics: decision theory, prior distributions, hierarchical Bayes models, empirical Bayes, Bayesian tests and model selection, empirical Bayes, Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods.
ObjectiveStudents understand the conceptual ideas behind Bayesian statistics and are familiar with common techniques used in Bayesian data analysis.
ContentTopics that we will discuss are:

Difference between the frequentist and Bayesian approach (decision theory, principles), priors (conjugate priors, noninformative priors, Jeffreys prior), tests and model selection (Bayes factors, hyper-g priors for regression),hierarchical models and empirical Bayes methods, computational methods (Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods)
Lecture notesA script will be available in English.
LiteratureChristian Robert, The Bayesian Choice, 2nd edition, Springer 2007.

A. Gelman et al., Bayesian Data Analysis, 3rd edition, Chapman & Hall (2013).

Additional references will be given in the course.
Prerequisites / NoticeFamiliarity with basic concepts of frequentist statistics and with basic concepts of probability theory (random variables, joint and conditional distributions, laws of large numbers and central limit theorem) will be assumed.