An Introduction to Bayesian Data Analysis

Introduction 

Bayesian statistics is a flexible framework for statistical modelling, uncertainty quantification and propagation, issues that are finding more important roles in geotechnical engineering projects. This short course first introduces the basic concepts of Bayesian statistics and then equips the participant with the skills to use/build some of the widely used statistical models (e.g., regression models). Math is kept to a minimum; there is more focus on applied data analysis, hands-on examples and using software. The data/examples used in the course are a mixture of famous examples from the statistics literature, and real-world examples from geotechnical engineering. 

No background in statistics is required!

Topics Covered

• Review of probability
• Bayes’ rule in probability
• Bayes’ rule in statistics
• One parameter statistical model
• Bayesian computation & Software
• Introduction to Bayesian hierarchical models

Speakers

• Nezam Bozorgzadeh (Norwegian Geotechnical Institute)
• Iason Papaioannou (Technical University of Munich).