• Donzé Laurent

• Donzé Laurent

• Pardo Aurélien

The course is an introduction to Bayesian Statistics:

1. Bayesian inference (Introduction; Bayesian inference for discrete random variables; Bayesian inference for the proportion pi of a binomial distribution; Bayesian inference for the mean of the normal distribution; Bayesian inference for the standard deviation of a normal distribution)
2. Simulation of posterior distributions (Importance sampling; Markov Chains Monte Carlo (MCMC); Gibbs algorithm; Metropolis-Hastings algorithm;  calculation of marginal likelihood; numerical standard errors; convergence diagnostic)
3. Regression models and specific models (Linear regression model; hierarchical model;  selection of Bayesian models; MCMC for regression models)

The theoretical concepts and methods are illustrated by practical applications. R is the software used.

Moodle

The course is part of the supplied of Master courses in applied statistics, which is a packet of four half-yearly ones of 4.5 ECTS (one by semester) over two years:

1. Topics in multivariate statistics
2. Introduction to Bayesian statistics
3. Inference, evaluation, and selection of models
4. Classification methods

Although they complete each other, they can be chosen separately. Of general interest, the set of courses gives a broad view of problems and applied statistical methods, and of the data science. A server of Jupyter notebooks completes the course.

There is no specific public. Although the courses are primarily conceived for students of the Faculty of Management, Economics and Social Sciences, they can be attended by other students. 

The student will benefit not only of theoretical knowledge but is also skilled in the use of the methods presented during the course.

Only students who will have validated the course could write a Master thesis under the supervision of the professor. The course is taught in French, but the students can talk in German or English. The exam can be written in one of this language.

A script with a listing of references is provided. The student will find on the course's Moodle platform other resources.

• Moodle

Les étudiant-e-s par groupe de deux ou trois effectuent un projet durant le semestre dont les modalités sont définies en début de semestre. La réussite du projet est nécessaire pour participer à l'examen.

Durée d'examens: 90 minutes. A livres ouverts

Les étudiant-e-s par groupe de deux ou trois effectuent un projet durant le semestre dont les modalités sont définies en début de semestre. La réussite du projet est nécessaire pour participer à l'examen.

Durée d'examens: 90 minutes. A livres ouverts