Bayesian learning

Utbildningsfakta

Kod: ST5301

The course provides an introduction to Bayesian learning, prediction and decision making with a focus on modern applications in statistics and machine learning. The main ideas behind Bayesian inference are first presented in a number of simpler models, and then gradually move on to the analysis of more complex models using modern simulation and approximation methods. Bayesian inference uses Bayes' theorem to combine data information with other sources of knowledge in a probabilistic approach. This so-called a priori information can consist of expert knowledge, previous studies or other data sources, but also more subjective information about the degree of softness in the relationship between predictor variables and a target variable in a flexible prediction model. A Bayesian approach provides a quantification of uncertainty that can be used for decision-making under uncertainty. The course contains several mathematical exercises and computer labs to teach the application of Bayesian methods for: regression, classification, regularization, prediction, optimal decisions, variable and model choices. Simulation methods such as the Markov chain Monte Carlo and the Hamiltonian Monte Carlo are an important part of the course; optimization-based approximation methods such as variational inference are also addressed.

Behörighet

90 ECTS credits first-cycle (basic level) courses in Statistics or equivalent. Mathematics for Economic and Statistical analysis 7.5 ECTS credits, first-cycle course or equivalent. or alternatively Bachelor’s degree in other quantitative subject, including at least 30 ECTS credits first-cycle courses in Statistics. Mathematics for Economic and Statistical analysis 7.5 ECTS credits, first-cycle course or equivalent. or alternatively Degree from a Civil Engineering program, including at least 7.5 ECTS credits, first-cycle courses in Mathematics. Programming course of at least 6 ECTS credits. English 6 or equivalent.

Utbildningstillfällen

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• Bayesian learning

  Stockholm University

  Startdatum: 1 september 2025

  Slutdatum: 2 november 2025

  Studietakt: 50 %