Durham University
Programme and Module Handbook

Undergraduate Programme and Module Handbook 2007-2008 (archived)

Module MATH3311: BAYESIAN METHODS III

Department: Mathematical Sciences

MATH3311: BAYESIAN METHODS III

Type Open Level 3 Credits 20 Availability Available in 2007/08 and alternate years thereafter Module Cap None. Location Durham

Prerequisites

  • Statistical Concepts II (MATH2041) and one extra 20 credit Level 2 mathematics module; alternatively Statistical Concepts II (MATH2041) and Core Mathematics B1 (if taken in Year 2).

Corequisites

  • One 20 credit Level 3 mathematics module.

Excluded Combination of Modules

  • Bayesian Methods IV (MATH4191)

Aims

  • To provide an overview of practical Bayesian statistical methodology together with important applications.

Content

  • Conditional independence
  • Bayesian graphical modelling
  • Elicitation of beliefs
  • Random number generation
  • Markov chain Monte Carlo simulation
  • Analysis of MCMC output.

Learning Outcomes

Subject-specific Knowledge:
  • An awareness of the abstract concepts of theoretical mathematics in the field of Bayesian methods.
  • knowledge and understanding of fundamental theories of these subjects demonstrated through one or more of the following topic areas: Conditional independence
  • Bayesian graphical models
  • Belief elicitation
  • Random number generation
  • Markov chain Monte Carlo simulation
  • Analysis of MCMC output.
  • knowledge and understanding of important applications of Bayesian methods in other disciplines.
Subject-specific Skills:
  • Ability to solve a range of predictable and unpredictable problem solving Bayesian methods for statistical inference.
  • 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.
  • In addition, formatively assessed assignments provide feedback for students and the lecturer on student progress and opportunities for the lecturer to test and enhance development of modelling and computation skills.
  • Summative examination assesses acquired knowledge, problem-solving skills and arrange of modelling and computational skills.

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 3 hours 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