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62229-01 - Lecture: Modern Aspects of Bayesian Statistics (2 CP)

Semester fall semester 2024
Course frequency Irregular
Lecturers Kai Hencken (k.hencken@unibas.ch, Assessor)
Content The lecture covers modern aspects of Bayesian Statistics. These are on the one hand the fundation and application of MCMC, e.g. Gibbs Sampling, HMC. On the other hand modern computational techniques for the posterior distribution, e.g., SMC, ABC, Variational Bayes. On the other hand the lecture shows modern modelling approaches, e.g. hierarchical models, sparsity enforcing priors, but also an insight into the Bayesian Workflow.
Learning objectives The focus is on modern methods, that allow to solve problems that have been difficult or computationally extensive in the past.
Bibliography A list of references and books will be given in the lecture
Comments Due to some absence, the lecture starts on September30th at 16h15 only.
As the lecture focuses on advanced topics, there is a general introduction to Bayesian statistics in this lecture.

 

Admission requirements Students should have a general knowledge on mathematics and (Bayesian) statistics. A short introduction to Bayesian statistics is given at the beginning of the lectures. It is also expected that some programming capabilities are available.
Language of instruction English
Use of digital media No specific media used
Course auditors welcome

 

Interval Weekday Time Room
wöchentlich Monday 16.00-18.00 Physik, Seminarzimmer 4.1

Dates

Date Time Room
Monday 16.09.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 23.09.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 30.09.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 07.10.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 14.10.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 21.10.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 28.10.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 04.11.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 11.11.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 18.11.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 25.11.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 02.12.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 09.12.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Monday 16.12.2024 16.00-18.00 Physik, Seminarzimmer 4.1
Modules Module Specialisation: Physics (Master's Studies: Nanosciences)
Module: Electives in Data Science (Master's Studies: Data Science)
Module: Specialisation (Master's Studies: Physics)
Assessment format continuous assessment
Assessment details The grading is based on exercise sets during the lectures and the completion of a project at the end of the lecture (a list of topics is given, but own projects are possible as well).
Assessment registration/deregistration Reg.: course registration, dereg: cancel course registration
Repeat examination no repeat examination
Scale 1-6 0,5
Repeated registration as often as necessary
Responsible faculty Faculty of Science, studiendekanat-philnat@unibas.ch
Offered by Departement Physik

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