ST412 : Introduction to Bayesian Data Analysis

Department

Department of Statistics

Academic Program

Bachelor in Statistics

Type

Elective

Credits

04

Prerequisite

ST209ST314

Overview

Introducing the concepts of Bayes' theory philosophy for statistical models.

· Introduce and illustrate Bayes' models to solve a number of statistical problems and analyze big data.

· Using statistical software to analyze Bayes' models.

· Introducing the concept of the accompanying family in general and the Markov simulation based on Bayes' analysis.

Intended learning outcomes

أ‌. (Knowledge & understand)

أ.1

Understand the philosophy of Bayesian statistic model

أ.2

Understand Bayesian model for numerous common data analysis situations , including prior elicitation .

أ.3

Use software such as R to implement Bayesian analyses .

أ.4

Understand assessing model quality and Bayesian analysis for two or more sample models .

ب‌. (Mental skills)

ب.1

Student should be able to compute Baye’s law .

ب.2

Student should be able to conduct Bayesian analysis for one sample .

ب.3

Student should be able to conduct Bayesian linear models .

ب.4

Student should be able to assess Bayesian model quality .

جـ - (Practical & professional skills)

ج.1

The ability to find the suitable Bayesian linear models.

ج.2

The ability to run Monte-carlo methods using R .

ج.3

The ability to identify the general classes of prior distributions .

ج.4

The ability to apply Bayesian analysis for two and k-sample models.

د - (Generic and transferable skills)

د.1

Student will be able to apply different Bayesian techniques.

د.2

Student will be to find different types of priors distributions.

د.3

Student will be able to assess Bayesian model quality .

د.4

Establish a competitive environment between students.

Teaching and learning methods

.Lectures

· Exercises andpractical applications using statistical programs

Methods of assessments

(Assessment table)

Rating No.

Evaluation methods

Evaluation Duration

Evaluation weight

Percentage

Rating Date (Week)

Reviews

First Assessment

First Midterm Exam

Two hours

25%

Sixth week

Second Assessment

Second Midterm Exam

Two hours

25%

Week Eleven

Final Evaluation

Final Exam

Two hours

%50

Final Exams Week

Total

100 degree

100%

Course (contents)

Scientific topic

Number of Hours

Lecture

laboratory

Exercises

Review of statistical concepts

10

6

4

2

Beesel analysisSingle-sample models

10

6

4

2

Linear models according to Bayes' philosophy

10

6

4

2

First Exam

Prior and subsequent distributions in general

10

6

4

2

Hypothesis test according to the Beese method

10

6

4

2

Bayes's analysis of linear models

15

10

5

3

Second Exam

Some simulation methods using a statistical program

5

4

1

1

(References)

Bibliography

Publisher

Version

Author

Where it is located

Rapporteur notes

Memoirs of the professor

Textbooks

Bayesian methods

2008

Jeff Gill

Chapman and Hall

Help Books

Bayesian data analysis

2009

Gelman, Carlin, Stren, and Rubin, Chapman and hall

Scientific Journals

Internet Sites

Other