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6340 Bayesian Inference - Three-year degree in Statistical Sciences and Techniques


Center
Faculty of Mathematics
Departament
Statistics and Operational Research
Lecturers in charge
Sin datos cargados
Met. Docent
Lectures, laboratory work and tutotials
Met. Avaluació
Final examination:
Basic theroretical questions and problems to solve
Bibliografia
Basic reference

Bernardo, J. M. (2005). Reference analysis.
Handbook of Statistics 25 (D. K. Dey and C. R. Rao eds.)
Amsterdam: Elsevier, 17--90.


Additional references:
Berger, J. O. (1985).
Statistical Decision Theory and Bayesian Analysis (2nd. ed). Springer-Verlag.

Bernardo, J. M. and Smith, A. F. M. (1994).
Bayesian Theory. Chichester: Wiley.

Gelman, A., Carlin, J. B., Stern, H. and Rubin, D.B. (1995).
Bayesian Data Analysis. Chapman and Hall.

Lee, P. M. (1989).
Bayesian Statistics: An Introduction (2nd. ed). Arnold.

O'Hagan, A. (1994).
Kendall's Advance Theory of Statistics, Vol. 2B: BayesianInference. Wiley.
Continguts
Theory programme
1-Foundations.
2-Modeling and the learning process.
3-Inference and prediction
4- Intrinsic loss functions
5-Point estimation.
6-Region estimation.
7-Hypothesis testing.

Practical programme
Students will solve problems and fully address simple case studies, requiring both analytical and numerical solutions, with the aid of Mathematica
Objetius
To provide students with a global overview of Bayesian paradigm. To describe its foundations and simple methodological tools; In particular, emphasize objective Bayesian methods. To provide students with the needed tools to solve not too complex inferential tasks from a Bayesian point of view.
URL de Fitxa
www.uv.es/bernardo/ensenanza.html