Ioannis Ntzoufras:

Erasmus Course

University College Dublin 5-6 December 2011

"MCMC, WinBUGS and Bayesian Model Selection"

Course tutors: Nial Friel (UCD) & Ioannis Ntzoufras (AUEB, Athens)

Draft Schedule

Day 1

  1. Introduction to MCMC (Nial Friel)
  2. Introduction to WinBUGS (Ioannis Ntzoufras)
  3. Examples in WinBUGS  (Ioannis Ntzoufras)

Day 2

  1. Bayesian Model Selection and Marginal Likelihood Estimattion (Nial Friel)
  2. Bayesian Variable Selection (with some examples in WinBUGS) (Ioannis Ntzoufras)

Course Material

MCMC Software

 

 

 

 

 

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Last revised: 16-11-2011