贝叶斯统计

(周彦)MAT71042022春  
2022春
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选课类别:专业任务 教学语言:中文
课程类别:专业选修课 开课单位:统计与数据科学系
课程层次:研究生 获得学分:3.0
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课程简介(教工部数据)
本课程介绍贝叶斯统计的基本理论和方法,包括引入先验分布,推导后验分布并针对后验进行统计推断。本课程还将重点介绍贝叶斯分析中的统计计算问题,并引导学生利用R语言进行贝叶斯模拟和推断。本课程的基本目标是使已经修读经典的概率统计(频率学派)课程的学生了解贝叶斯统计的基本思想,掌握贝叶斯统计的基本方法,为在实际中使用和研究贝叶斯统计打下良好的基础。


The course will introduce the basic concepts and methods in Bayesian statistics, including specifying the prior distribution, deriving the posterior distribution and conducting statistical inference base on the posterior. This course will also focus on the statistical computing problems in Bayesian analysis, and teach the students to use R to perform Bayesian sampling and inference. The aim of this course is to provide the students who have already got the knowledge of frequentist’s statistics with the core philosophy and fundamental methods in Bayesian statistics, and help them lay a solid foundation for further exploration in this area.
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