UEH PhD

The Bayesian statistics course introduces the Bayesian approach to statistical inference for data analysis in many applications. This course will cover the theory of Bayesian inference, and data analysis using statistical software will also be emphasized. Topics include: comparison of Bayesian and frequentist methods, Bayesian model specification, prior specification, basics of decision theory, Markov chain Monte Carlo, Bayes factor, empirical Bayes, Bayesian linear regression and generalized linear models, hierarchical models. MCMC for model estimation and some necessary tests to evaluate the models.