STK9021 – Applied Bayesian Analysis

After completing the course you:

• can handle the general Bayesian principles and the foundation for Bayesian analysis
• have knowledge about how a priori insight can be formulated as a priori distributions through Bayes’ formula
• know of the relations between Bayesian and non-Bayesian methods, including empirical Bayes methods
• have knowledge about the principles behind hierarchical models
• can handle various computational methods for simple and hierarchical models (including asymptotic considerations, Monte Carlo methods and Markov Chain Monte Carlo methods)
• are able to use the computational methods taught in the course on real problems and data, and also interpret the results
• will be able to present, on a scientific level, a short thesis on a chosen topic of relevance, selected in collaboration with the lecturer.

PhD candidates from the University of Oslo should apply for classes and register for examinations through Studentweb.

If a course has limited intake capacity, priority will be given to PhD candidates who follow an individual education plan where this particular course is included. Some national researchers’ schools may have specific rules for ranking applicants for courses with limited intake capacity.

PhD candidates who have been admitted to another higher education institution must apply for a position as a visiting student within a given deadline.

• STK1100 – Probability and Statistical Modelling
• STK1110 – Statistical Methods and Data Analysis
• STK2100 – Machine Learning and Statistical Methods for Prediction and Classification or STK3100 – Introduction to Generalized Linear Models

3 hours of lectures/exercises per week throughout the semester.

The course may be taught in Norwegian if the lecturer and all students at the first lecture agree to it.

Upon the attendance of three or fewer students, the lecturer may, in conjunction with the Head of Teaching, change the course to self-study with supervision.

Final written exam or final oral exam, which counts 100 % towards the final grade.

The form of examination will be announced by the lecturer by 15 October/15 March for the autumn semester and the spring semester respectively.

This course has 1 mandatory assignment that must be approved before you can sit the final exam.

In addition, each PhD candidate is expected to give an oral presentation on a topic of relevance chosen in cooperation with the lecturer. The presentation has to be approved by the lecturer before you can sit the final exam.

It will also be counted as one of the three attempts to sit the exam for this course, if you sit the exam for one of the following courses: STK4021 – Applied Bayesian Analysis

Written examination: Approved calculators are allowed. Information about approved calculators in Norwegian.

Oral examination: No examination support material is allowed.

This course offers both postponed and resit of examination. Read more:

• Illness at exams / postponed exams
• Withdrawal during an examination / Resitting an examination