| Unit name | Bayesian Modelling |
|---|---|
| Unit code | MATH30015 |
| Credit points | 20 |
| Level of study | H/6 |
| Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
| Unit director | Dr. Prangle |
| Open unit status | Not open |
| Units you must take before you take this one (pre-requisite units) |
MATH20008 Probability 2 |
| Units you must take alongside this one (co-requisite units) |
None |
| Units you may not take alongside this one |
None |
| School/department | School of Mathematics |
| Faculty | Faculty of Science |
Lecturer: Dennis Prangle
Unit Aims
The aim of the unit is to provide a thorough introduction to the Bayesian approach to statistical analysis and modelling as well as an introduction to the computational tools that make the use of Bayesian methods possible in practice.
Unit Description
The Bayesian approach to statistics relies on the idea that probabilities can be used to express our uncertainty about the quantity of interest and that the prior knowledge of the statistician can be updated using conditional probabilities as observations become available. Bayesian statistics has grown rapidly in popularity over the past 20 years or so largely as a result of computational advances which have made the approach far more applicable. In this unit we will first discuss in detail the Bayesian approach to statistical analysis. Topics discussed will include the construction of prior and posterior distributions, Bayesian decision theory, Bayesian asymptotics and model choice. We will then provide a brief introduction to Markov chain Monte Carlo methods which make Bayesian analysis possible in practice. The last part of unit is devoted to the Bayesian approach to statistical modelling, with emphasis on hierarchical models.
Relation to Other Units
The Theory of Markov chain Monte Carlo methods is covered in more detail in Monte Carlo Methods.
After taking this unit, students will:
The unit will be taught through a combination of
80% Timed, open-book examination 20% Coursework: computing assignments
Raw scores on the examinations will be determined according to the marking scheme written on the examination paper. The marking scheme, indicating the maximum score per question, is a guide to the relative weighting of the questions. Raw scores are moderated as described in the Undergraduate Handbook.
If you fail this unit and are required to resit, reassessment is by a written examination in the August/September Resit and Supplementary exam period.
If this unit has a Resource List, you will normally find a link to it in the Blackboard area for the unit. Sometimes there will be a separate link for each weekly topic.
If you are unable to access a list through Blackboard, you can also find it via the Resource Lists homepage. Search for the list by the unit name or code (e.g. MATH30015).
How much time the unit requires
Each credit equates to 10 hours of total student input. For example a 20 credit unit will take you 200 hours
of study to complete. Your total learning time is made up of contact time, directed learning tasks,
independent learning and assessment activity.
See the Faculty workload statement relating to this unit for more information.
Assessment
The Board of Examiners will consider all cases where students have failed or not completed the assessments required for credit.
The Board considers each student's outcomes across all the units which contribute to each year's programme of study. If you have self-certificated your absence from an
assessment, you will normally be required to complete it the next time it runs (this is usually in the next assessment period).
The Board of Examiners will take into account any extenuating circumstances and operates
within the Regulations and Code of Practice for Taught Programmes.
