Statistics: Bayesian Methods

This course introduces you to Bayesian statistics – an approach to data analysis that helps you update your beliefs as new information becomes available. You’ll learn key concepts like conditional probability, Bayes’ Theorem, and subjective probability. You’ll then explore Bayesian inference using random samples and conjugate priors. Later modules focus on hierarchical modelling and sequential updates using real-world data.

All practical exercises are done in R, using the RSTAN package.

Course literature

The course literature listed may be updated up to eight weeks before the course begins.

Teaching combines lectures, hands-on coding sessions, and group discussions. You’ll work with real datasets and use R and RSTAN to apply Bayesian methods. 

The assessment consists of assignments and a final project, where you build an advanced model to analyse real-life data set. You present your results at a seminar.

After completing the course, you’ll be equipped with practical skills in Bayesian analysis – valuable in fields like data science, economics, and research. These skills can also support further studies in statistics or machine learning.

Prerequisites

General eligibility and knowledge corresponding to STAA41 Statistics: Basic course 1, 15 ECTS credits.

Selection criteria

Seats are allocated according to the following: The general average (GPA) of your higher secondary school leaving certificate: 34 %, The Swedish national university aptitude test: 34 %, number of previous ECTS at the application deadline (up to 165): 32 %.

Tuition fees for non-EU/EEA citizens

Citizens of countries outside:

• The European Union (EU)
• The European Economic Area (EEA) and
• Switzerland

are required to pay tuition fees. You pay an instalment of the tuition fee in advance of each
semester.

Tuition fees, payments and exemptions

Full programme/course tuition fee: SEK 16,250
First payment: SEK 16,250

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Note that you may also need to pay an application fee, or provide proof of exemption.

Application fee

No tuition fees for citizens of the EU, EEA and Switzerland

There are no tuition fees for citizens of the European Union (EU), the European Economic Area (EEA) and Switzerland.