MSG7

Introduction to bayesian statistics

Objectives :

An introduction to Bayesian statistics and applications with R and STAN software. Good knowledge in R and MSG3 or equivalent training are recommended as prerequisite.

Level of trainees :

All sectors engineers.

Duration and location :

Duration : 21hours over 3 days
Location : Soladis training center in Paris or Lyon (to consult the calendar, click on “Sign up”) or directly in your office (minimum of 4 people)

Training fee:

In Soladis office : 1590€ tax-free per trainee
Other : Contact us for an offer adapted to your company.

Pedagogical Manager: Catherine TUDAL

« Bayesian statistics address classical statistical models through alternative computation methods. One of the advantages of this approach is the ability to indicate prior knowledge of model parameters. This training aims to give an introduction to this method which is often considered but not always well known. »

Soladis vous invite à participer à cette formation MSG7 qui a pour objectif de vous initier aux statistiques bayésiennes afin d’apporter de la connaissance a priori aux modèles statistiques que vous construisez.

Training Schedule

INTRODUCTION

An example
Definition of statistic modelling
Limits of empirical method

CONCEPT AND THEORETICAL APPROACH

Basis of Bayesian statistics: Bayes’ theorem
How to move from Bayes’ theorem to the statistical model?
Illustration of the MCMC method
How to choose prior ?

APPLICATIONS

Basics with R and STAN
Model instructions on STAN
A simple model: the Gaussian distribution
Regression and ANOVA
Logistic and Log-linear regression
Bayes factor
Mixed and hierarchical models

Additional resources

Teaching methods are mainly based on intuition rather than mathematical demonstrations. The training is ended by various examples and exercises. A list of scripts is available by the trainer and can be used as a code base.

Do not hesitate to contact us for more information about this training, which can be organized in our training center (dates provided on our website) or directly in your premises, according to your preferences.