STK9021 - Applied Bayesian Analysis and Numerical Methods
Course description
Course content
Combination of different data sources and other types of information is becoming increasingly important in different types of analyses. Hierarchical models and Bayesian approaches have shown to be very useful in such settings. Bayesian approaches are closely linked to statistical computing, and in particular Monte Carlo methods. The course will present general Bayesian principles and computation of a posteriori distributions through Bayes' formulae. Bayesian methods will be discussed in relation to non-Bayesian methods, including empirical Bayes methods. Different kinds of computing methods will be discussed and illustrated on real problems and data. Asymptotic approximations, Monte Carlo methods and Markov chain Monte Carlo methods will in particular be discussed.
Learning outcome
Principles for Bayesian methods, how to use Bayesian methods in practice, computational methods for complex models.
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, STK1110 - Statistical methods and data analysis 1, STK2120 - Statistical Methods and Data Analysis 2.
Overlapping courses
- 7 credits overlap with STK4020 - Bayesian statistics (discontinued)
- 7 credits overlap with STK9020 - Bayesian statistics (discontinued)
- 3 credits overlap with STK4050 - Statistical simulations and computation (discontinued)
- 3 credits overlap with STK9050 - Statistical simulations and computation (discontinued)
- 10 credits overlap with STK4021 - Applied Bayesian Analysis and Numerical Methods
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
Information about approved calculators (Norwegian only)
Language of examination
Students may, on subjects where the language of instruction is Norwegian and the examination form is written exam, ask for the exam paper in Bokmål, Nynorsk or English. Closing date for registering the chosen examination language is September 1st for the fall semester and February 1st for the spring semester. Please view the web page of the Faculty of Mathematics and Natural Sciences on how to proceed
Subjects where the language of instruction is English will offer the exam paper in English only.
This rule also applies for subjects where the exam form is dependent on the number of students and written exam is chosen by the teaching staff.
Grading scale
Grades are awarded on a pass/fail scale. Read more about the grading system.
Explanations and appeals
Resit an examination
Re-scheduled exams are offered at the beginning of the next semester for students who:
- can document a valid reason for absence from the regular exam (e.g. illness before or during the exam)
- withdraw during the exam
- do not successfully complete the exam during the previous semester.
Read more about re-scheduled exams.
Withdrawal from an examination
If you wish to withdraw from the exam you must do so in StudentWeb at least two weeks prior to the deadline. Failure to do so will be counted as one of the three opportunities to sit the exam.
Special examination arrangements
If you have a disability or a health problem that entails significant inconvenience in an examination situation, you may be considered for special examination arrangements. Mothers who are breastfeeding may apply for extra time to complete the exam.
Evaluation
Feedback from our students is essential to us in our efforts to ensure and further improve the high quality of our programmes and courses. All courses are subject to continuous evaluation. At regular intervals we also ask students on a particular course to participate in a more comprehensive, periodic evaluation of this course.