• Lecturer: Professor Elja Arjas
• Exercises: University teacher Henri Pesonen
• Dates: Tue-Wed 7-8.5, Mon-Tue 13-14.5 and Thu-Fri 16-17.5,
• lectures 4h, exercises 2h each day
• Place: University of Turku, Publicum
• The lectures will be given either in Finnish or English, depending on the needs and preferences of the audience

Intended for anyone interested in learning about Bayesian inference in statistics, the course will follow closely the lecture notes “Introduction to Bayesian Inference” provided by Dr. Jukka Ranta, which will be made available to the course participants. The lectures will be given either in Finnish or English, depending on the needs and preferences of the audience.

The course gives a practical introduction to Bayesian statistics. The emphasis is on the main ideas and concepts, but motivating examples and tools for practical data analysis are also provided. Course prerequisites are reasonable fluency in basic level differential and integral calculus and standard probability calculus, particularly relating to the commonly used parametric families of statistical distribution functions. Some previous knowledge of the main ideas and tools of classical/frequentist statistical inference would be an advantage as well, to allow for a proper understanding of how these two, in some ways complementary, statistical paradigms compare to each other.

 The course contents are as follows:

1. Introduction
2. Summarizing the posterior
3. Making predictions
4. Testing statistical hypotheses
5. Considering parametric models
6. Approximating the posterior
7. Multi-parameter models
8. Outline of Monte Carlo methods, with examples

Course homepage: moodle2.utu.fi  (enrolment key can be obtained via e-mail henri.pesonen(at)utu.fi)