MT4531 Bayesian Inference
Academic year
2026 to 2027 Semester 2
Curricular information may be subject to change
Further information on which modules are specific to your programme.
Key module information
SCOTCAT credits
15
SCQF level
SCQF level 10
Availability restrictions
Not automatically available to General Degree students
Planned timetable
10.00 am Mon (weeks 1, 3, 5, 7, 9, 12), Wed and Fri
Module Staff
TBD
Module description
This module is intended to offer a re-examination of standard statistical problems from a Bayesian viewpoint and an introduction to recently developed computational Bayes methods. The syllabus includes Bayes' theorem, conjugate analyses for different likelihoods and prior distributions, univariate Normal linear regression, multiple regression, principles of Bayesian computational, Markov chain Monte Carlo – focussing on the underlying theory – and Bayesian non-parametrics.
Relationship to other modules
Pre-requisites
BEFORE TAKING THIS MODULE YOU MUST PASS MT3507 OR PASS MT3508
Anti-requisites
YOU CANNOT TAKE THIS MODULE IF YOU TAKE MT5731 OR TAKE MT5831
Assessment pattern
Examination = 90%, Coursework = 10%
Re-assessment
Oral examination = 100%
Learning and teaching methods and delivery
Weekly contact
24 lectures and 7 practical classes over the semester.
Scheduled learning hours
31
Guided independent study hours
119
Intended learning outcomes
- Explain the principles that underline the Bayesian statistical paradigm
- Use the rules of probability to update beliefs for statistical model parameters given a set of observations, explain the main principles that underline the elicitation of expert beliefs, and use the rules of Bayesian statistics to predict future events
- Explain the main computational algorithms for implementing Bayesian statistical inference
- Derive the posterior distribution of linear model parameters, and perform model comparison between linear or any other models
- Explain the main principles and ideas that underpin Bayesian non-parametric modelling