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Study information

Bayesian statistics, Philosophy and Practice - 2025 entry

MODULE TITLEBayesian statistics, Philosophy and Practice CREDIT VALUE15
MODULE CODEMTH3041 MODULE CONVENERDr James Salter (Coordinator)
DURATION: TERM 1 2 3
DURATION: WEEKS 11
Number of Students Taking Module (anticipated) 25
DESCRIPTION - summary of the module content

Since the 1980s, computational advances and novel algorithms have seen Bayesian methods explode in popularity, today underpinning modern techniques in data analytics, pattern recognition and machine learning as well as numerous inferential procedures used across science, social science and the humanities.

This module will introduce Bayesian statistical inference, describing the differences between it and classical approaches to statistics. It will develop Bayesian methods for data analysis and introduce Bayesian simulation-based techniques for inference. As well as underpinning a philosophical understanding of Bayesian reasoning with theory, we fit a range of models using modern software currently used for Bayesian inference, allowing you to apply techniques discussed in the course to real data.

AIMS - intentions of the module

This module will cover the Bayesian approach to modelling, data analysis and statistical inference. The module describes the underpinning philosophies behind the Bayesian approach, looking at subjective probability theory, the notion and handling of prior knowledge, and posterior inference. We then explore simulation-based inference in Bayesian analyses and develop important algorithms for Bayesian simulation by Markov Chain Monte Carlo (MCMC) such as the Gibbs sampler and the Metropolis-Hastings algorithm. Finally, we’ll use the techniques developed through the module to perform parameter estimation for a range of simple and then more complex hierarchical models.

INTENDED LEARNING OUTCOMES (ILOs) (see assessment section below for how ILOs will be assessed)

On successful completion of this module you should be able to:

Module Specific Skills and Knowledge:

  1. Show understanding of the subjective approach to probabilistic reasoning;

  2. Demonstrate an awareness of Bayesian approaches to statistical modelling and inference and an ability to apply them in practice;

  3. Demonstrate understanding of the value of simulation-based inference and knowledge of techniques such as MCMC and the theories underpinning them;

  4. Demonstrate the ability to fit a range of models in the Bayesian framework;

  5. Utilise appropriate software and a suitable computer language for Bayesian modelling and inference from data.

Discipline Specific Skills and Knowledge:
  1. Demonstrate understanding, appreciation of and aptitude in the quantification of uncertainty using advanced mathematical modelling;

Personal and Key Transferable/ Employment Skills and Knowledge:
  1. Show advanced Bayesian data analysis skills and be able to communicate associated reasoning and interpretations effectively in writing;

  2. Apply relevant computer software competently;

  3. Use learning resources appropriately;

  4. Exemplify self-management and time-management skills.

SYLLABUS PLAN - summary of the structure and academic content of the module

Introduction: Bayesian vs Classical statistics, Nature of probability and uncertainty.

Bayesian inference: Bayes Theorem, Conjugate priors, Objective priors, Subjective priors, Prior and Posterior predictive distributions, Prior elicitation, Posterior summaries and simulation.

Bayesian Computation: Monte Carlo, Inverse CDF, Rejection Sampling, Markov Chain Monte Carlo (MCMC), Gibbs sampling, Metropolis Hastings, Hamiltonian Monte Carlo, Diagnostics.

Modelling: Conjugate models, measurement models, Bayesian regression, Bayesian Hierarchical models, Generalised Linear Models.

LEARNING AND TEACHING
LEARNING ACTIVITIES AND TEACHING METHODS (given in hours of study time)
Scheduled Learning & Teaching Activities 33 Guided Independent Study 117 Placement / Study Abroad 0
DETAILS OF LEARNING ACTIVITIES AND TEACHING METHODS

Category

Hours of study time

Description

Scheduled learning and teaching activities

33

Lectures/practical classes

Guided independent study

33

Post-lecture study and reading

Guided independent study

40

Formative and summative coursework preparation and attempting un-assessed problems

Guided independent study

44

Exam revision/preparation

 

ASSESSMENT
FORMATIVE ASSESSMENT - for feedback and development purposes; does not count towards module grade
Form of Assessment Size of Assessment (e.g. duration/length) ILOs Assessed Feedback Method
Practical and theoretical exercises 15 hours All

Verbal in class, written on script, and verbal in office hour

 

SUMMATIVE ASSESSMENT (% of credit)
Coursework 20 Written Exams 80 Practical Exams 0
DETAILS OF SUMMATIVE ASSESSMENT

Form of Assessment

% of Credit

Size of Assessment (e.g. duration/length)

ILOs Assessed

Feedback Method

Written exam

80

2 hours

1-10

Written/verbal on request

Practical and theoretical exercises

20

15 hours

All

Written feedback on script and verbal feedback in office hour

 

DETAILS OF RE-ASSESSMENT (where required by referral or deferral)

Original Form of Assessment

Form of Re-assessment

ILOs Re-assessed

Time Scale for Re-assessment

Written exam

Written Exam (2 hours, 80%)

1-7, 9, 10

Referral/deferral period

Practical and theoretical exercises

Practical and theoretical exercises (15 hours, 20%)

All

Referral/deferral period

 

RE-ASSESSMENT NOTES

Deferrals: Reassessment will be by coursework and/or written exam in the deferred element only. For deferred candidates, the module mark will be uncapped.

Referrals: Reassessment will be by a single written exam worth 100% of the module only. As it is a referral, the mark will be capped at 40%. 

RESOURCES
INDICATIVE LEARNING RESOURCES - The following list is offered as an indication of the type & level of
information that you are expected to consult. Further guidance will be provided by the Module Convener

Basic reading:

  • ELE

Web based and Electronic Resources:

Other Resources:

  • Lindley, D. V. “Making Decisions”

  • De Groot, M. H. “Optimal Statistical Decisions”.

  • Sivia, D. S. “Data Analysis, A Bayesian Tutorial”.

Reading list for this module:

Type Author Title Edition Publisher Year ISBN
Set A Gelman Bayesian Data Analysis 3rd CRC Press 2013 9781439840955
CREDIT VALUE 15 ECTS VALUE 7.5
PRE-REQUISITE MODULES MTH2006
CO-REQUISITE MODULES
NQF LEVEL (FHEQ) 6 AVAILABLE AS DISTANCE LEARNING No
ORIGIN DATE Tuesday 10th July 2018 LAST REVISION DATE Tuesday 18th March 2025
KEY WORDS SEARCH Bayesian; Bayes; Statistics; Data, Big Data; Analysis; Decision Theory; Inference; Mathematics; Probability.

Please note that all modules are subject to change, please get in touch if you have any questions about this module.