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6340 Bayesian Inference - Five-year degree in Mathematics


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