THE IWSM SHORT COURSE AND TALKS WILL BE HELD IN CLASSROOM 196 OFF THE PARK ATRIUM IN THE HOTEL SCHOOL ADJACENT TO THE STATLER HOTEL.
Bayesian methods for model comparison
- Professor Murray Aitkin
- Department of Mathematics and Statistics
- University of Melbourne
The course is based on the new book Statistical Inference: an Integrated Bayes/Likelihood Approach, in preparation for Chapman and Hall/CRC. Course overheads will be available.
The course will have 4 x 1.5 hour sessions, with 30-minute breaks for coffee and a 2-hour break for lunch.
Further details about the course can be found here.
Summary
Review of current Bayesian methods.
Bayes inference. Bayes theorem, likelihoods, priors and posteriors. Parameter inference. Posterior simulations. Bayes factors and alternatives. Bayesian computation.
Model comparisons based on likelihoods and likelihood ratios.
Posterior distributions of likelihoods for non-nested models, and likelihood ratios for nested models. Posterior simulations. Number of components in a finite mixture.