Currículo
Advanced Statistical Methods ASM-DAB
Contextos
Groupo: Data Analytics for Business > 2º Ciclo > Parte Escolar > Unidades Curriculares Obrigatórias
ECTS
4.0 (para cálculo da média)
Objectivos
To provide the students with an introduction to the Bayesian approach to statistics and to the modelling possibilities that it provides, with an emphasis on Monte Carlo simulation.
Programa
• The Bayesian approach to statistics, Bayes theorem as an inferential tool • One-parameter models: the binomial and the Poisson models • Monte Carlo method; introduction to simulation via Markov chains • Multiparameter models: the normal model • Hierarchical models • Linear regression models
Método de Avaliação
The teaching methodology is of theoretical and practical nature. In the classroom, the theoretical concepts of the material are introduced. Concomitantly, illustrative problems are presented and solved using the R platform. To solidify the acquisition of topics learnt, we assign weekly homework problems involving the use of R. The final grade is awarded on the basis of a final exam.
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 86.0
Carga Total -
Bibliografia
Principal
- A First Course in Bayesian Statistical Methods: Hoff, P. 2009 Springer Texts in Statistics
Secundária
- Computational Bayesian Statistics: An Introduction: Turkman, M.A., Paulino, C.D.M. and Muller, P. 2019 Cambridge University Press
- Bayesian Data Analysis (3rd Edition): Gelman, A., Carlin, J., Stern, H., Dunson, D., Vehtari, A. and Rubin, D. 2013 Chapman & Hall/CRC