Bayesian Statistics with Stan and Python - MAST6011

Looking for a different module?

Module delivery information

Location Term Level1 Credits (ECTS)2 Current Convenor3 2022 to 2023
Canterbury
Spring Term 6 15 (7.5) James Bentham checkmark-circle

Overview

Bayes Theorem for density functions; Conjugate models; Predictive distribution; Bayes estimates; Sampling density functions; Gibbs and Metropolis-Hastings samplers; Stan and Python; Bayesian hierarchical models; Bayesian model choice; Objective priors; Exchangeability; Choice of priors; Applications of hierarchical models.

Details

Contact hours

Total contact hours: 36
Private study hours: 114
Total study hours: 150

Method of assessment

Coursework 50%
Exam 50%

Indicative reading

A.F.M. Smith and Bernardo, J.M. (1994). Bayesian Theory. Wiley.
A. Gelman, J.B. Carlin, H.S. Stern, D.B. Dunson, A. Vehtari and D.B. Rubin (2014). Bayesian Data Analysis. 3rd Edition, Chapman & Hall/CRC Texts in Statistical Science.
D. Gamerman and H.F. Lopes (2006). Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference. 2nd Edition, Taylor and Francis.

Learning outcomes

On successfully completing this module students will be able to:

1) demonstrate systematic understanding of key aspects of Bayesian Statistics;
2) demonstrate the capability to deploy established approaches accurately to analyse and solve problems using a reasonable level of skill in calculation and manipulation of the material in the following areas: derivation of posterior distributions; computation of posterior summaries, including the predictive distribution; construction of Bayesian hierarchical models and their estimation using Markov chain Monte Carlo methods; critical evaluation and interpretation of software output
3) apply key aspects of Bayesian Statistics in well-defined contexts, showing judgement in the selection and application of tools and techniques;
4) show judgement in the selection and application of techniques in Stan and Python.

Notes

  1. Credit level 6. Higher level module usually taken in Stage 3 of an undergraduate degree.
  2. ECTS credits are recognised throughout the EU and allow you to transfer credit easily from one university to another.
  3. The named convenor is the convenor for the current academic session.
Back to top

University of Kent makes every effort to ensure that module information is accurate for the relevant academic session and to provide educational services as described. However, courses, services and other matters may be subject to change. Please read our full disclaimer.