The University of Southampton
Courses

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

Module Aims

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.

Learning Outcomes

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 and Research Skills

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

Syllabus

• 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

Special Features

Students must attend the Co-requisite module Math6153 in the autumn.

Learning and Teaching

Teaching and learning methods

12 hours of lectures and 4 hours of practical laboratory sessions within the first six weeks.

TypeHours
Lecture12
Independent Study36
Specialist Laboratory4
Total study time52

Assessment

Summative

MethodPercentage contribution
Coursework  () 30%
Project 70%

Referral

MethodPercentage contribution
Project report  () 100%

Repeat Information

Repeat type: Internal & External

Linked modules

Co-requisites

To study this module, you will need to also study the following module(s):

CodeModule
MATH6153Statistical Theory and Linear Models

Costs

Costs associated with this module

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.

In addition to this, students registered for this module typically also have to pay for:

Books and Stationery equipment

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

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 www.calendar.soton.ac.uk.

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