 Academic Year: |
2014/5 |
| Owning Department/School: |
Department of Mathematical Sciences |
| Credits: |
6 |
| Level: |
Masters UG & PG (FHEQ level 7) |
| Period: |
Semester 2
|
| Assessment Summary: |
EX 100% |
| Assessment Detail: | |
| Supplementary Assessment: |
MA40189 Mandatory Extra Work (where allowed by programme regulations)
|
| Requisites: |
Before taking this unit you must take MA40092 |
| Description: |
Aims & Learning Objectives:
Aims:
To introduce students to the ideas and techniques that underpin the theory and practice of the Bayesian approach to statistics.
Objectives:
Students should be able to formulate the Bayesian treatment and analysis of many familiar statistical problems.
Content:
Bayesian methods provide an alternative approach to data analysis, which has the ability to incorporate prior knowledge about a parameter of interest into the statistical model. The prior knowledge takes the form of a prior (to sampling) distribution on the parameter space, which is updated to a posterior distribution via Bayes' Theorem, using the data. Summaries about the parameter are described using the posterior distribution. The Bayesian Paradigm; decision theory; utility theory; exchangeability; Representation Theorem; prior, posterior and predictive distributions; conjugate priors. Tools to undertake a Bayesian statistical analysis will also be introduced. Simulation based methods such as Markov Chain Monte Carlo and importance sampling for use when analytical methods fail.
|
| Programme availability: |
MA40189 is Optional on the following programmes:
Programmes in Natural Sciences
- UXXX-AFB01 : BSc(Hons) Natural Sciences (Year 3)
- UXXX-AAB02 : BSc(Hons) Natural Sciences with Study year abroad (Year 4)
- UXXX-AKB02 : BSc(Hons) Natural Sciences with Year long work placement (Year 4)
Department of Mathematical Sciences
- RSMA-AFM16 : Integrated PhD in Statistical Applied Mathematics
- USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
- USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
- USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
- USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
- USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
- USMA-AFM14 : MMath(Hons) Mathematics (Year 4)
- USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
- USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)
- USMA-AFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
- USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
- USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
- TSMA-AFM17 : MRes Statistical Applied Mathematics
- TSMA-AFM09 : MSc Mathematical Sciences
- TSMA-APM09 : MSc Mathematical Sciences
- TSMA-AFM08 : MSc Modern Applications of Mathematics
- TSMA-AWM14 : MSc Modern Applications of Mathematics
- TSMA-AFM16 : MSc Statistical Applied Mathematics
- TSMA-AFL02 : PG Dip Modern Applications of Mathematics
- USMA-AFB05 : BSc(Hons) Statistics (Year 3)
- USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
- USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
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