Bayesian Statistics
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Chapter 0 Introduction
0.1 Organization
0.1.1 Syllabus
These notes are for two courses: MAS364 and MAS61006. All of the material in these notes is shared between both courses, but only MAS61006 students continue with the course next semester. Students on
MAS61006 have some extra computer sessions this semester in preparation for that, and will do their project work next semester (and not this semester), but otherwise the teaching this semester is identical.
Some parts of the notes are marked with a \(\offsyl \) symbol, which means they are off-syllabus, for everyone. These cover some tangential material, technical proofs and other optional content that is included
purely for interest.
0.1.2 End-of-chapter questions and problem sheets
At the end of chapter of these notes there is a set of problems for you to solve. The questions are marked with stars to indicate their rough level of difficulty:
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\(\color {blue}\star \) I think (or rather, hope) that many people will find this question easy.
-
\(\color {blue}\star \,\star \) I think this question is within the usual range of difficulty.
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\(\color {blue}\star \star \star \) For whatever reason, I think many people will find this question difficult.
Most of the questions have two stars.
All of the solutions to the end-of-chapter questions within these notes are provided at the end of the online version of the notes (and not in the paper version) in Appendix C. You should work through these questions as we go through the chapters, and review your own solutions using the typed solutions.
At two points during the semester, a problem sheet of additional exercises will be set. About one week later, we will go through the questions in lectures, and you should self-mark your solutions. These do not count
towards your final mark.
0.1.3 Assessment
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• Students taking MAS364: you will have a two hour exam in January. You also have a project, involving R or Python (you may choose which), towards the end of the autumn
semester. Details of the project will be released part-way through the autumn. The exam counts for \(85\%\) of your final mark, and the project for \(15\%\).
-
• Students taking MAS61006: you will have a three hour exam in the summer, which will also include questions from the second semester. You will do project work as part of
the second semester and you do not do the project this semester. The exam counts for \(60\%\) of your final mark, and the project work in the second semester counts for \(40\%\).
In both cases, all questions on the exams will be compulsory. Some advice on how to structure your revision can be found in Appendix B of
these notes.
0.1.4 Website
Further information, including the timetable, can be found on