A short introduction to Bayesian analysis (P2)
Thời gian: 14:00 đến 16:00 Ngày 11/05/2016
Địa điểm: C2-714
Báo cáo viên: Evans Gouno - University of South Brittany, France
Tóm tắt:During this four hours session, we will present the basics for Bayesian analysis of statistical model. We will rely on decision theory principle to introduce Bayes estimators. Those estimators are constructed considering that the practitioner has some information on the parameters of interest, information resumed in a prior distribution of this latter. We will discuss the choice of prior distributions and their elicitation. Many examples of applications will be investigated throughout the session.
Plan
- Introduction
- Basic elements
- Decision theory principle
- Bayes estimators
Prior distribution