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401-3620-74L 4 Credits BSC , MSC D-ITET , D-INFK , D-MATH

Student Seminar in Statistics: MCMC Sampling Algorithms in Bayesian Computation

Lecturers & Examiners: Prof. Dr. Yuansi Chen
Number of participants limited to 24. Mainly for students from the Mathematics Bachelor and Master Programmes who, in addition to the introductory course unit 401-2604-00L Probability and Statistics, have heard at least one core or elective course in statistics. Also offered in the Master Programmes Statistics resp. Data Science.
VVZ CR n/a

Last Updated: 2026-02-05 16:29:52

Abstract

Through reading a series of research articles on Bayesian computation, we first review several basic types of posterior sampling problems that arise in Bayesian statistical inference. Then we discuss how tailored MCMC sampling algorithms were designed to provide efficient sampling for each type of problem, the intuition behind them and theoretical justifications of their computational complexity.

Objective

The main goal is for the students to get familiar with the basic types of posterior sampling problems that arise in Bayesian statistical inference and to understand the standard ways of designing MCMC sampling algorithms to tackle these problems. When faced with posterior sampling problems in Bayesian statistical inference in the future, the students will have a rough idea on what kind of sampling algorithms might be useful and efficient. The secondary goal is to acquire the theoretical tools to justify the computational complexity of those sampling algorithms.

General Information

Language
English
Levels
BSC , MSC
Frequency
Semesterly recurring

Examination

Type
ungraded semester performance

Registration & Places

Limited places (Special selection)
Signup End
07.09.2024
Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
seminar Student Seminar in Statistics: MCMC Sampling Algorithms in Bayesian Computation
  • Mon 12:15-14:00 (HG E 33.1)
2 h weekly

Offered In

  • Mathematics Bachelor
    • Seminars (NOTICE: The number of seminar places is limited, and the special selection procedure should help to allocate the places not primarily according to the registration time. Everybody is waitlisted first when he/she tries to register for such a seminar in myStudies. Moreover: Only one mathematics seminar can be chosen per semester. Notice also the course unit 401-0002-99L Generic Seminar - Second Priority / Third Priority.)
  • Mathematics Master
    • Seminars and Semester Papers
      • Seminars (NOTICE: The number of seminar places is limited, and the special selection procedure should help to allocate the places not primarily according to the registration time. Everybody is waitlisted first when he/she tries to register for such a seminar in myStudies. Moreover: Only one mathematics seminar can be chosen per semester. In case you need to attend 2 seminars in this semester, please take contact with the Study Administration (email: ). Notice also the course unit 401-0002-99L Generic Seminar - Second Priority / Third Priority.)
  • Statistics Master (The following courses belong to the curriculum of the Master's Programme in Statistics. The corresponding credits do not count as external credits even for course units where an enrolment at ETH Zurich is not possible.)
  • Data Science Master