Durham University
Programme and Module Handbook

Undergraduate Programme and Module Handbook 2005-2006 (archived)

Module MATH4031: BAYESIAN STATISTICS IV

Department: MATHEMATICAL SCIENCES

MATH4031: BAYESIAN STATISTICS IV

Type Open Level 4 Credits 20 Availability Available in 2006/07 and alternate years thereafter Module Cap None. Location Durham

Prerequisites

  • Statistical Concepts II (MATH2041).

Corequisites

  • None.

Excluded Combination of Modules

  • Bayesian Statistics III (MATH3**1).

Aims

  • To provide an overview of the theoretical basis for Bayesian statistics, and to offer various substantial and important practical applications of the Bayesian approach.

Content

  • The Bayesian Approach: Discussion of Bayesian foundations.
  • Bayesian Forecasting.
  • Markov Chain Monte Carlo techniques for Bayesian computations, Bayesian graphical models, Bayes linear methods.

Learning Outcomes

Subject-specific Knowledge:
  • By the end of the module students will: be able to solve complex, unpredictable and specialised problems in Bayesian Statistics.
  • have an understanding of specialised and complex theoretical mathematics in the field of Bayesian Statistics.
  • have mastered a coherent body of knowledge of these subjects demonstrated through one or more of the following topic areas: subjective probability and foundations of Bayesian statistics.
  • Exchangeability and hierarchical modelling.
  • Conditional independence and Bayesian graphical models.
  • Monte Carlo inference including Gibbs sampling.
  • Bayes linear methods.
Subject-specific Skills:
  • In addition students will have highly specialised and advanced mathematical skills in the following areas: Modelling, Computation.
Key Skills:

    Modes of Teaching, Learning and Assessment and how these contribute to the learning outcomes of the module

    • Lectures demonstrate what is required to be learned and the application of the theory to practical examples.
    • Assignments for self-study develop problem-solving skills and enable students to test and develop their knowledge and understanding.
    • Formatively assessed assignments provide practice in the application of logic and high level of rigour as well as feedback for the students and the lecturer on students' progress.
    • The end-of-year examination assesses the knowledge acquired and the ability to solve complex and specialised problems.

    Teaching Methods and Learning Hours

    Activity Number Frequency Duration Total/Hours
    Lectures 40 2 per week for 19 weeks and 2 in term 3 1 Hour 40
    Preparation and Reading 160
    Total 200

    Summative Assessment

    Component: Examination Component Weighting: 100%
    Element Length / duration Element Weighting Resit Opportunity
    three hour written examination 100%

    Formative Assessment:

    Four written assignments to be assessed and returned. Other assignments are set for self-study and complete solutions are made available to students.


    Attendance at all activities marked with this symbol will be monitored. Students who fail to attend these activities, or to complete the summative or formative assessment specified above, will be subject to the procedures defined in the University's General Regulation V, and may be required to leave the University