CS-E5710 - Bayesian Data Analysis D, Lecture, 13.9.2021-9.12.2021

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Please note! Course description is confirmed for two academic years, which means that in general, e.g. Learning outcomes, assessment methods and key content stays unchanged. However, via course syllabus, it is possible to specify or change the course execution in each realization of the course, such as how the contact sessions are organized, assessment methods weighted or materials used.

LEARNING OUTCOMES

After the course, the student can explain the central concepts in Bayesian statistics, and name steps of the Bayesian modeling process. The student can recognize usages for common (i.e. those presented during the course) statistical models, and formulate the models in these situations. The student can compare the most popular Bayesian simulation methods, and implement them. The student can use analytic and simulation based methods for learning the parameters of a given model. The student can estimate the fit of a model to data and compare models.

Credits: 5

Schedule: 13.09.2021 - 09.12.2021

Teacher in charge (valid for whole curriculum period):

Teacher in charge (applies in this implementation): Aki Vehtari

Contact information for the course (applies in this implementation):

CEFR level (valid for whole curriculum period):

Language of instruction and studies (applies in this implementation):

Teaching language: English. Languages of study attainment: English

CONTENT, ASSESSMENT AND WORKLOAD

Content

  • valid for whole curriculum period:

    Bayesian probability theory and bayesian inference. Bayesian models and their analysis. Computational methods, Markov-Chain Monte Carlo.

Workload

  • valid for whole curriculum period:

    Lectures 10x2h, computer exercises 10x2h, independent studying (text book, programming, home exercise report), final exam

DETAILS

Substitutes for Courses
Prerequisites

FURTHER INFORMATION

Further Information

  • valid for whole curriculum period:

    Teaching Period:

    2020-2021 Autumn I-II

    2021-2022 Autumn I-II

    Course Homepage: https://mycourses.aalto.fi/course/search.php?search=CS-E5710

    Registration for Courses: In the academic year 2021-2022, registration for courses will take place on Sisu (sisu.aalto.fi) instead of WebOodi.

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