Bayesian Statistical Methods

The aim of this course is to achieve an understanding of the logic of Bayesian statistical inference, i.e. the use of probability models to quantify uncertainty in statistical conclusions, and acquire skills to perform practical Bayesian analysis relating to health research problems. Topics will include simple one-parameter models with conjugate prior distributions; standard models containing two or more parameters, including specifics for the normal location-scale model; the role of non-informative prior distributions; the relationship between Bayesian methods and standard 'classical' approaches to statistics, especially those based on likelihood methods; computational techniques for use in Bayesian analysis, especially the use of simulation from posterior distributions, with emphasis on the WinBUGS package as a practical tool; and application of Bayesian methods for fitting hierarchical models to complex data structures.