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Centro de Astrofísica da Universidade do Porto

Bayesian analysis made easy

Alexandre Santerne, Michaël Bazot

This series of lectures will be divided in two parts. In the first, I will present some applications of Bayesian Statistics to astrophysics. An emphasis will be put, on one hand, on the use of Poisson statistics for supernova-neutrino counting experiments and, on the other hand, on periodogram analysis. The second part of these lectures will be concerned with problems often encountered in the practice of Bayesian Statistics. We will first discuss the computation of the so-called "Bayesian evidence", through the study of some existing algorithms. To close this series, I will present some theoretical considerations on the nature and use of prior distributions in Bayesian Statistics.

Sessão 1: Lecture 0
12 março 2014

Lecturer: Alexandre Santerne

In this single course, I will present some recipes of Bayesian analysis of data in an easy way. I will start with the main principle of Bayesian analysis of data and the notion of priors (and why they are important). Then, I will present the recipes of the Markov Chain Monte Carlo and the Metropolis–Hastings algorithm. I will also discuss some limitation of this approach and some tricks to skirt them. This course is not a pratical course (no need to bring your laptop). To attend this course, it is not requested to be a world-wide expert in Bayesian statistics, but some knowledge about what a probability is would be more than useful.

The slides from this lecture can be downloaded here.

Sessão 2: Lecture 1
16 abril 2014

Lecturer: Michaël Bazot

Sessão 3: Lecture 2
16 abril 2014

Lecturer: Michaël Bazot

Sessão 4: Lecture 3
22 abril 2014

Lecturer: Michaël Bazot

Sessão 5: Lecture 4 (TBC)
29 abril 2014

Lecturer: Michaël Bazot