Syllabus

SubjectBAYESIAN STATISTICS [DS2]

Class Information

Faculty/Graduate School
POLICY MANAGEMENT / ENVIRONMENT AND INFORMATION STUDIES
Course Registration Number
09326
Subject Sort
B3211
Title
BAYESIAN STATISTICS
Field
Fundamental Subjects - Subjects of Data Science - Data Science 2
Unit
2 Unit
Year/Semester
2022 Fall
K-Number
Year/Semester
2022 Fall
Day of Week・Period
Thu 5th
Lecturer Name
Yuta Ohta
Class Format
Online (Live)
Language
Japanese
Location
SFC, Other
Class Style
*Please click here for more information on the correspondence between 'Class Style' and ’Active Learning Methods’.
Lecture, Seminar
GIGA Certificate
Not applied

Detail

Course Summary

In recent years, Bayesian statistics has been attracting attention in various fields such as economics, finance, medicine, psychology, and marketing.
In this lecture, starting from the basics of classical statistics, I will explain Bayes' theorem, Bayesian inference, Markov chain Monte Carlo method, model selection in Bayesian statistics, applications of Bayesian estimation to normal distribution models and regression analysis models, and hierarchical Bayesian models to handle individual differences. The lecture will be given in Python.
Exercises using Python will be included in the lecture.