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Applied Bayesian Methods

Course Number
CHL5223H
Series
5200 (Biostatistics)
Course Instructor(s)
Michael Escobar

Course Description

In the last 30 years, Bayesian methods have become an important tool for applied statisticians, biostatisticians, and data scientist. Bayesian thinking allows one to quantify uncertainty and is a method which allows one to learn from new data. It is extremely flexible. The reason for its recent popularity is not only because of advances in physical computer power but also advances in the fundamental algorithms used for Bayesian problems. This course will first explain the basics of Bayesian inference and Markov chain Monte Carlo methods. From there, this course will show how to compute and make inferences on complex data problems using these methods.

Course Objectives

  1. Gain an understanding of basic Bayesian inference.
  2. Gain an understanding of the basic theory of Markov chain Monte Carlo methods.
  3. Gain proficiency in performing Bayesian data analysis on complex data problems.

Methods of Assessment

Take home assignments x 3 16% each = 48%
Final exam 52%

General Requirements

CHL5202H (Biostatistics II) or equivalent. Students should be familiar with introductory linear regression and logistic regression. It is assumed that graduate students in either the Biostatistics or Statistics program meet this prerequisite.

Pre/Co-Requisite Courses