The University of Southampton
Mathematical SciencesPostgraduate study

MATH6025 Bayesian Methods

Module Overview

This module will consolidate the basic concepts of Bayesian inference covered in Statistical Theory or MATH3044 Statistical Inference. Students will be introduced to more advanced Bayesian methodology, and to the analysis of data using Bayesian methods.


Aims and Objectives

Knowledge and Understanding

Having successfully completed this module, you will be able to demonstrate knowledge and understanding of:

  • Appreciate the motivation for using Bayesian inference
  • Make appropriate inferences within a Bayesian framework

Subject Specific Intellectual

Having successfully completed this module, you will be able to:

  • Apply numerical methods for making inferences in more complex problems within a suitable statistical software package


  • Motivation behind Bayesian inference; connections with the classical approach
  • Revision of Prior and posterior distributions
  • Estimation and loss functions
  • Prior distribution choice, conjugate priors and non-informative priors
  • Prediction
  • Hypothesis testing, Bayes Factor, and Bayesian model averaging
  • Bayesian computation with Markov Chain Monte Carlo
  • Implementing Bayesian methods using a suitable Bayesian modelling software package


Learning and Teaching

Teaching and learning methods

12 hours of lectures (a double lecture for 6 weeks).


Assessment methods

Assessment Method % contribution to final mark Feedback
 Individual feedback will be provided two weeks after submission
 Individual feedback will be provided two weeks after submission
Mini data analysis project
 Individual feedback will be provided four weeks after submission

Referral Method: By means of special one-day laboratory session

Linked modules

Pre-requisites and / or co-requisites





Costs associated with this course

Students are responsible for meeting the cost of essential textbooks, and of producing such essays, assignments, laboratory reports and dissertations as are required to fulfil the academic requirements for each programme of study.

Please also ensure you read the section on additional costs in the University’s Fees, Charges and Expenses Regulations in the University Calendar available at

Course texts are provided by the library and there are no additional compulsory costs associated with the module.

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