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401-3628-DRL 2 Credits DR D-MATH

Bayesian Statistics

Lecturers & Examiners: Dr. Fabio Sigrist
Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to with their name, course number and student ID. Please see
VVZ CR n/a

Last Updated: 2026-02-05 16:14:50

Abstract

Introduction to the Bayesian approach to statistics: decision theory, prior distributions, hierarchical Bayes models, empirical Bayes, Bayesian tests and model selection, empirical Bayes, Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods.

Objective

Students understand the conceptual ideas behind Bayesian statistics and are familiar with common techniques used in Bayesian data analysis.

Content

Topics that we will discuss are: Difference between the frequentist and Bayesian approach (decision theory, principles), priors (conjugate priors, noninformative priors, Jeffreys prior), tests and model selection (Bayes factors, hyper-g priors for regression),hierarchical models and empirical Bayes methods, computational methods (Laplace approximation, Monte Carlo and Markov chain Monte Carlo methods)

Resources

Lecture Notes

A script will be available in English.

Literature

Christian Robert, The Bayesian Choice, 2nd edition, Springer 2007. A. Gelman et al., Bayesian Data Analysis, 3rd edition, Chapman & Hall (2013). Additional references will be given in the course.

General Information

Language
English
Levels
DR
Frequency
Every two years

Examination

Type
ungraded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture Bayesian Statistics
  • Tue 14:15-16:00 (ETF C 1)
2 h weekly

Offered In