MAS3902 : Bayesian Inference
- Offered for Year: 2021/22
- Module Leader(s): Dr Cristiano Villa
- Owning School: Mathematics, Statistics and Physics
- Teaching Location: Newcastle City Campus
Semesters
| Semester 2 Credit Value: | 10 |
| ECTS Credits: | 5.0 |
Aims
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 Activities | Lecture | 20 | 1:00 | 20:00 | Formal Lectures – Present in Person |
| Scheduled Learning And Teaching Activities | Lecture | 2 | 1:00 | 2:00 | Revision Lectures – Present in Person |
| Scheduled Learning And Teaching Activities | Lecture | 5 | 1:00 | 5:00 | Problem Classes – Synchronous On-Line |
| Guided Independent Study | Assessment preparation and completion | 15 | 1:00 | 15:00 | Completion of in course assessments |
| Guided Independent Study | Independent study | 58 | 1:00 | 58:00 | Preparation time for lectures, background reading, coursework review |
| Total | 100:00 |
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.
Assessment Methods
The format of resits will be determined by the Board of Examiners
Exams
| Description | Length | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|---|
| Written Examination | 120 | 2 | A | 80 | N/A |
Other Assessment
| Description | Semester | When Set | Percentage | Comment |
|---|---|---|---|---|
| Prob solv exercises | 2 | M | 10 | Coursework assignment |
| Prob solv exercises | 2 | M | 10 | Coursework assignment |
Assessment Rationale And Relationship
A substantial formal unseen examination is appropriate for the assessment of the material in this module. The coursework assignments 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 assessments have a secondary formative purpose as well as their primary summative purpose.
In the event of on-campus examinations not being possible, an on-line alternative assessment will be used for written examination 1.
Reading Lists
Timetable
- Timetable Website: www.ncl.ac.uk/timetable/
- MAS3902's Timetable