?

Universita' Milano-Bicocca

Dottorato di Statistica e Matematica per la Finanza

Bayesian Statistics:

Modelling and Computation

Ioannis Ntzoufras

(Athens University of Business and Economics)

April 11-15, 2016

?

Syllabus

* Introduction to Bayesian Logic

* MCMC methods

* Bayesian regression analysis

* Introduction to Bayesian modelling using Winbugs

* Bayesian model and variable selection

Schedule

Monday, April 11th: 16-18 (pc Lab 715 first floor)

Tuesday, April 12th: 10-13 (pc lab 715 first floor)

Thursday, April 14th: 9-13 (pc lab 715 first floor)

Friday, April 15th: 10-13 (pc lab 715 first floor)

The course is targeted at PhD students and young researchers in Statistics, Biostatistics, Econometrics, Economics and Finance, and in any other field dealing with empirical research.

Attendance is free

The max. n. of participants is 28, and for organizational reasons we ask to register by sending an email to nicoletta.alghisi@unimib.itmailto:nicoletta.alghisi@unimib.it

?