STK9020 – Bayesian statistics
Course description
Course content
The course provides a basis for general Bayesian theory and applications, involving the use of relevant methods for the formal combination of relevant prior knowledge (including expert opinions) and observed data. Bayes' formula, in various guises, lead to the appropriate posterior distributions for parameters of interest. The course will also go into empirical Bayes methodology, principles for decision taking, a comparison between non-Bayesian and Bayesian methods, applications in certain areas, and the use of simulation techniques.
Admission
PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.
If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.
PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.
Prerequisites
Recommended previous knowledge
STK1100 – Probability and Statistical Modelling and STK1110 – Statistical Methods and Data Analysis.
Overlapping courses
10 credits overlap with STK4020 – Bayesian statistics (discontinued)
The information about the overlaps is not complete. Contact the Department for more information.
Teaching
3 hours of lectures/exercises per week.
Examination
Depending on the number of students, the exam will be in one of the following four forms:
1. Only written exam
2. Only oral exam
3. A project paper followed by a written exam.
4. A project paper followed by an oral exam/hearing.
For the latter two the project paper and the exam counts equally and the final grade is based on a general impression after the final exam. (The two parts of the exam will not be individually graded.)
What form the exam will take will be announced by the teaching staff within October 15th for the autumn semester and March 15th for the spring semester.
In addition, each phd student is expected to give a?one hour oral presentation on a topic of relevance (chosen in cooperation with the lecturer). The presentation has to be approved by the lecturer for the student to be admitted to the final exam.
Examination support material
Permitted aids at the exam if written: Approved calculator.
Oral exam: No aids permitted.