MAS3902 : Bayesian Inference

Semester 1 Credit Value: 10
ECTS Credits: 5.0


To gain an understanding of the principles and the practical applications of Bayesian Statistics to more complex models relevant to practical data analysis. To improve data-analytic and report-writing skills through group project work.

Module summary
The course builds on the foundations of Bayesian inference laid in MAS2903. We consider extensions to models with more than a single parameter and how these can be used to analyse data. We also provide an introduction to modern computational tools for the analysis of more complex models for real data.

Outline Of Syllabus

Review of Bayesian inference for single parameter models. Inference for multi-parameter models using conjugate prior distributions: mean and variance of a normal random sample. Asymptotic posterior distribution for multi-parameter models. Introduction to Markov chain Monte Carlo methods: Gibbs sampling, Metropolis-Hastings sampling, mixing and convergence. Application to random sample models using conjugate and non-conjugate prior distributions. Computation using R.

Teaching Methods

Teaching Activities
Category Activity Number Length Student Hours Comment
Scheduled Learning And Teaching ActivitiesLecture31:003:00Problem classes
Scheduled Learning And Teaching ActivitiesLecture21:002:00Revision lectures
Scheduled Learning And Teaching ActivitiesLecture251:0025:00Formal lectures
Guided Independent StudyAssessment preparation and completion113:0013:00Revision for unseen exam
Guided Independent StudyAssessment preparation and completion12:002:00Unseen exam
Guided Independent StudyIndependent study122:0022:00Studying, practising and gaining understanding of course material
Guided Independent StudyIndependent study32:307:30Review of problem-solving exercises and group project
Guided Independent StudyIndependent study112:0012:00Preparation for group project
Guided Independent StudyIndependent study34:3013:30Preparation for problem-solving exercises
Teaching Rationale And Relationship

Lectures are used for the delivery of theory and explanation of methods, illustrated with examples, and for giving general feedback on marked work. Problem Classes are used to help develop the students’ abilities at applying the theory to solving problems. Tutorials are used to identify and resolve specific queries raised by students and to allow students to receive individual feedback on marked work. In addition, office hours (two per week) will provide an opportunity for more direct contact between individual students and the lecturer.

Assessment Methods

The format of resits will be determined by the Board of Examiners

Description Length Semester When Set Percentage Comment
Written Examination1201A85N/A
Other Assessment
Description Semester When Set Percentage Comment
Prob solv exercises1M5Problem solving exercises
Prob solv exercises1M10Group project
Assessment Rationale And Relationship

A substantial formal unseen examination is appropriate for the assessment of the material in this module. The problem solving exercises are expected to consist of three exercises of equal weight: the exact nature of assessment will be explained at the start of the module. The exercises and the group project allow the students to develop their problem solving techniques, to practise the methods learnt in the module, to assess their progress and to receive feedback; these are thus formative as well as summative assessments.

Reading Lists