S-114.4612 Bayesilaisen mallintamisen erikoiskurssi 2
Teacher: Doc. Dr.Tech. Aki Vehtari
Contents: Advanced topics in Bayesian probability theory and Bayesian inference.
Prerequisites: Basics of Bayesian modeling (for example, S-114.2601 Introduction to Bayesian Modeling or similar knowledge)
Language: The language of the course is English or Finnish depending on participants.
Place and time: Course is reading circle, so you may take it at any place and time you want.
Read the book O'Hagan & Forster, Kendall's Advanced Theory of Statistics, Volume 2B: Bayesian Inference, Arnold, New York, 2004. Discuss the book in a reading circle. Report progress by email after every one or two chapters. Make excercises from the book and return answers after the course.Additional instructions:
Term "reading circle" has different meanings in different courses. In this course it means that 2-4 students meet after reading one or two chapters and discuss what they have read: what what was difficult, and what was new, what did they learn, did they all understand the read material in a same way, etc. The teacher will attend one or two first meetings to guide students. Each student in turn writes one or two page report (plain text) and emails it to the teacher. The teacher may correct misconceptions and answer questions. Students also make exercises from each chapter. Students may discuss about exercises with each other. If none of the students come up with the solutions, ask the teacher.
In O'Hagan's own words: "... for people wishing to learn Bayesian Statistics in depth. ... assume good mathematical knowledge and some previous introduction to statistical theory."
You may send your comments to the teacher
Helsinki University of Technology
Lab. of Computational Engineering
P.O.Box 9203, 02015 HUT
tel: 451 4849