Course details
Bayesian Modeling
MATH 80601A
Mathematical review. Basics of Markov Chain Monte Carlo methods and sampling algorithms, with a focus on off-the-shelf software (e.g., OpenBugs, Stan, INLA). Approximation methods. Hierarchical modeling, with a focus on latent Gaussian models.
Themes covered
Introduction to the Bayesian paradigm
Formulation comparison and evaluation of Bayesian models
Sampling algorithms and Markov chain Monte Carlo methods
Computational strategies for inference
Hierarchical models
Advanced topics
Important notes
Course in French : MATH 80601
Course code
MATH 80601A
Subject
Mathématiques
Program
PhD
Instruction mode
On-site learning
Credits
3