Università degli Studi di Pavia - Faculty of Economics

Lecturer: Guido Consonni (guido.consonni@unipv.it)

Tutor: Roberto De Monte
 

COURSE PROGRAMME:

The course will be devoted to Bayesian inference and modeling: this is an approach to Statistics which has been growing very rapidly over the past decades and should be known by researchers, especially in the applied domain.

Main topics:

Prior, posterior, predictive distributions.
Inference and prediction for standard models: Bernoulli, Normal, Poisson.
Regression models and elements of Bayesian econometrics.
Hierarchical models.
Model comparison.
Computational methods: Markov Chain Monte Carlo (MCMC).

The course will make extensive use of the software R, a powerful freeware language. We will provide tutorials on the R software so as to make students sufficiently proficient.