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MA40189: Topics in Bayesian statistics

[Page last updated: 15 October 2020]

Follow this link for further information on academic years Academic Year: 2020/1
Further information on owning departmentsOwning Department/School: Department of Mathematical Sciences
Further information on credits Credits: 6      [equivalent to 12 CATS credits]
Further information on notional study hours Notional Study Hours: 120
Further information on unit levels Level: Masters UG & PG (FHEQ level 7)
Further information on teaching periods Period:
Semester 2
Further information on unit assessment Assessment Summary: EX 100%
Further information on unit assessment Assessment Detail:
  • Examination (EX 100%)
Further information on supplementary assessment Supplementary Assessment:
Like-for-like reassessment (where allowed by programme regulations)
Further information on requisites Requisites: Before taking this module you must take MA40092
Description: Aims & Learning Objectives:
Aims:
To introduce students to the ideas and techniques that underpin the theory and practice of the Bayesian approach to statistics.
Objectives: Students should be able to formulate the Bayesian treatment and analysis of many familiar statistical problems.

Content:
Bayesian methods provide an alternative approach to data analysis, which has the ability to incorporate prior knowledge about a parameter of interest into the statistical model. The prior knowledge takes the form of a prior (to sampling) distribution on the parameter space, which is updated to a posterior distribution via Bayes' Theorem, using the data. Summaries about the parameter are described using the posterior distribution. The Bayesian Paradigm; decision theory; utility theory; exchangeability; Representation Theorem; prior, posterior and predictive distributions; conjugate priors. Tools to undertake a Bayesian statistical analysis will also be introduced. Simulation based methods such as Markov Chain Monte Carlo and importance sampling for use when analytical methods fail.
Further information on programme availabilityProgramme availability:

MA40189 is Optional on the following programmes:

Department of Economics
  • UHES-AFB04 : BSc(Hons) Economics and Mathematics (Year 3)
  • UHES-AAB04 : BSc(Hons) Economics and Mathematics with Study year abroad (Year 4)
  • UHES-AKB04 : BSc(Hons) Economics and Mathematics with Year long work placement (Year 4)
  • UHES-ACB04 : BSc(Hons) Economics and Mathematics with Combined Placement and Study Abroad (Year 4)
Department of Mathematical Sciences
  • RSMA-AFM16 : Integrated PhD Statistical Applied Mathematics
  • TSMA-AFM17 : MRes Statistical Applied Mathematics
  • TSMA-AFM08 : MSc Modern Applications of Mathematics
  • TSMA-AFM16 : MSc Statistical Applied Mathematics
  • USMA-AFB15 : BSc(Hons) Mathematical Sciences (Year 3)
  • USMA-AAB16 : BSc(Hons) Mathematical Sciences with Study year abroad (Year 4)
  • USMA-AKB16 : BSc(Hons) Mathematical Sciences with Year long work placement (Year 4)
  • USMA-AFB13 : BSc(Hons) Mathematics (Year 3)
  • USMA-AAB14 : BSc(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKB14 : BSc(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AFB01 : BSc(Hons) Mathematics and Statistics (Year 3)
  • USMA-AAB02 : BSc(Hons) Mathematics and Statistics with Study year abroad (Year 4)
  • USMA-AKB02 : BSc(Hons) Mathematics and Statistics with Year long work placement (Year 4)
  • USMA-AFB05 : BSc(Hons) Statistics (Year 3)
  • USMA-AAB06 : BSc(Hons) Statistics with Study year abroad (Year 4)
  • USMA-AKB06 : BSc(Hons) Statistics with Year long work placement (Year 4)
  • USMA-AFM14 : MMath(Hons) Mathematics (Year 3)
  • USMA-AFM14 : MMath(Hons) Mathematics (Year 4)
  • USMA-AAM15 : MMath(Hons) Mathematics with Study year abroad (Year 4)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 4)
  • USMA-AKM15 : MMath(Hons) Mathematics with Year long work placement (Year 5)

Notes:

  • This unit catalogue is applicable for the 2020/21 academic year only. Students continuing their studies into 2021/22 and beyond should not assume that this unit will be available in future years in the format displayed here for 2020/21.
  • Programmes and units are subject to change in accordance with normal University procedures.
  • Availability of units will be subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
  • Find out more about these and other important University terms and conditions here.