Introduzione ai metodi Bayesiani ()

Description Course: 
Introduzione ai metodi Bayesiani
Link to the Programme Specifications: 
Academic Year: 
Year of the Programme: 
1
Corso Insegnamento
Hours: 
16
Objectives: 

Program:

Random variables and probability
Statistical inference
Set-theoretical axioms of probability
Algebra of probabilities
Bayes’ theorem
A toy example of Bayesian inference
Real-life examples of Bayesian inference
Role of prior distributions
Choice of prior distributions
Robustness against prior-distribution choice
Frequency theory of probability
Frequentist inference
Comparison between the Bayesian and frequentist approaches
Maximum likelihood and relationship with Bayesian inference
The curse of dimensionality
What is systematics?
Bayesian treatment of nuisance parameters
Frequentist treatment(s) of nuisance parameters
Numerical evaluation methods.
Acceptance-rejection sampling
Importance-based sampling
Boostrapping
Markov-chain Monte Carlo
Role of the statistical model

Lecturers:
D. Tonelli (INFN)
When: 
TBD
Last update: 07-08-2016 - 10:41