Subjects

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Bayesian Methods - NMST431

Title:	Bayesovské metody
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2016 to 2017
Semester:	winter
E-Credits:	5
Hours per week, examination:	winter s.:2/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	taught
Language:	Czech
Teaching methods:	full-time
Teaching methods:	full-time
Additional information:	http://msekce.karlin.mff.cuni.cz/~komarek/vyuka/nmst431.html

Guarantor:	prof. RNDr. Marie Hušková, DrSc. doc. RNDr. Arnošt Komárek, Ph.D.
Class:	M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Probability and Statistics
Incompatibility :	NSTP021
Pre-requisite :	NMSA407
Interchangeability :	NSTP021
Is interchangeable with:	NSTP183, NSTP021

Annotation -

Last update: T_KPMS (15.05.2013)

Prior and posterior distributions, conjugate families, Bayesian test and estimators, applications.

Aim of the course -

Last update: T_KPMS (15.05.2013)

Basic principles of Bayesian approach to statistical problems

Literature - Czech

Last update: T_KPMS (15.05.2013)

Hušková M.: Bayesovské metody, UK Praha, skripta, 1985

Pázman, A.: Bayesovská štatistika, UK Bratislava, skripta, 2003.

Robert, C.P.: The Bayesian choice, Springer, 2001.

Teaching methods -

Last update: T_KPMS (15.05.2013)

Lecture+exercises.

Syllabus -

Last update: doc. RNDr. Arnošt Komárek, Ph.D. (29.10.2019)

Prior and posterior distributions, conjugate families, Bayesian test and estimators, applications.