Speaker:
Prof. Alessandra Guglielmi
- Dipartimento di Matematica F. Brioschi, Politecnico di Milano
Thursday, May 5, 2011
at
2:00 PM
(14.00-18.00) Aula Seminari T.21, Palazzina 32
- Introduction to Bayesian Statistics: a simple example.
- Basic problems of inference in classical statistics.
- Foundations of the Bayesian approach: likelihood and prior are combined
via Bayes' theorem to produce the posterior; Bayesian knowledge and belief,
prior and posterior distributions.
- Bayes' theorem for events, medical tests; Bayes' theorem for dominated and iid models.
- Summaries of the posterior distributions.
- Basic univariate models with conjugate priors: examples.
- Prior elicitation, informative and noninformative priors.
