Bayesian Data Analysis

or: Practical Data Analysis with BUGS using R

A short course taught by Lyle Gurrin
Monday 13 - Friday 17 August 2012, Copenhagen

• Venue: CSS, room 1.1.12.
  CSS is the former Municipal Hospital (Kommunehospitalet), here.
  Here is a detailed map of the buildings. Room 1.1.12 is on the 1st floor in building 1, so enter at A and turn right or at D and turn left and go up one flight of stairs.
• Lecture slides
• Program, introduction to computing and practicals with solutions.
  The underlying R-weave (.rnw) files are here.
• Programs and data files for the practicals. All files in these two folders can be found zipped here here.

Bayesian inference has become increasingly important during the last decade. This is largely attributable to the computational possibilities that have emerged, notably the easy access to MCMC methods. Lyle Gurrin has developed a highly acclaimed course in Bayesian data analysis for the Biostatistics Collaboration of Australia which he has previously presented in Stockholm and Copenhagen. The course is based on the textbook Bayesian Data Analysis by Gelman et al. The course, like the book, emphasises practice over theory.

The course will be run over 5 days, with alternating lectures and practical computing sessions. We will work through several case studies, each comprising a lecture and a laboratory session. Example analyses will include meta-analysis of clinical trials, longitudinal analysis and method comparison studies. Throughout the course we will illustrate differences between classical and Bayesian approaches to analysis of the same problems.

The practical part of the course will be based on the language BUGS for model specification, but we will primarily be using the JAGS implementation through the rjags package for R, because this works the same way on Windows, Mac and Linux.

The emphasis in the course will be on illustrating how to take the practical examples all the way from data formatting to the reporting stage in terms of tabulations, graphics etc. Participants are requested to bring their own laptops, we will provide instructions in advance about what to install before the course.

Target Audience

Details

• Format: Lectures and computer practicals.
• Programme: is here.
• Language: The course will be taught in English.
• Primary teachers:
  , Lyle Gurrin, Senior Lecturer in Biostatistics, Centre for Molecular, Environmental, Genetic and Analytic (MEGA) Epidemiology, School of Population Health, University of Melbourne, Australia.
• Teaching assistants:
  • , Bendix Carstensen, Senior Statistician, Steno Diabetes Center, Copenhagen, Denmark and External Lecturer, Department of Biostatistics, University of Copenhagen.
  • , Claus T Ekstrøm, Professor, Department og Biostatistics, University of Southern Denmark.
  • , Søren Højsgaard, Associate professor, Head, Department of Mathematical Sciences, Aalborg University.
• Textbook: A. Gelman, J.B. Carlin, H.S. Stern & D.B. Rubin: Bayesian Data Analysis. Chapman & Hall/CRC Press.
• Fee: 5,160 DKK (approx. 700 EUR)
• Course director: Bendix Carstensen.