Bayesian methods (NMST431)

Arnošt Komárek

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Bayesian methods (NMST431)

Winter semester 2016–17

SIS pages of the course:    ENG    CZE

Jointly taught with prof. RNDr. Marie Hušková, DrSc.

Language of both lectures and all exercise classes is English if there is at least one student who does not understand Czech. Otherwise, the teaching language is Czech.

TIMETABLE

Lecture: Thursday 9:00 in K4   
Exercise class: Wednesday 9:00 in K11   

DOCUMENTS, INFORMATION etc.

Slides:   PDF (1 slide/page)   (last changed 16/11/2016)
   PDF (4 slides/page)
 
Example. R script (last changed 31/10/2014)
Weighing of light objects
(linear model in a bayesian way)
 
Exercise tasks P01 pdf
Exercise tasks P02 archive (tar.gz)
Exercise tasks P03 pdf Data
 

LITERATURE

Hušková, M. (1985).
Bayesovské metody (course notes in Czech).
Praha: Univerzita Karlova v Praze.     PDF
 
Robert, C. P. (2001, 2007).
The Bayesian Choice: From Decision-Theoretic Foundations
to Computational Implementation, Second Edition.
New York: Springer.     Full PDF (used to be available from the IP addresses of MFF UK)
 
Marin, J.-M., Robert, C. P. (2007).
Bayesian Core: A Practical Approach to Computational Bayesian Statistics.
New York: Springer.     Full PDF (used to be available from the IP addresses of MFF UK)
 
Gelman, A., Carlin, J. B., Stern, H. S., Rubin, D. B., Dunson, D. B. (2014).
Bayesian Data Analysis, Third Edition.
Boca Raton: Chapman & Hall/CRC.     Information on the publisher's web
 
Carlin, B. P., Louis, T. A. (2008).
Bayesian Methods for Data Analysis, Third Edition.
Boca Raton: Chapman & Hall/CRC.     Information on the publisher's web
 
Robert, C. P., Casella, G. (2004).
Monte Carlo Statistical Methods, Second Edition.
New York: Springer.     Information on the publisher's web
 

 

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