Bayesian approaches to statistical inference are often portrayed as the new cool kid in town and heralded as superior to classical techniques. Naturally, the hype is also perceived critically. This course is meant to critically introduce the Bayesian approach in a nutshell. Participants who are as of yet unfamiliar with it will receive enough information to form an opinion and to know where to obtain more information that suits their needs. Those who are familiar with the main ideas can benefit from a concise rundown of the most important recent developments. In particular, this course will do two things: (i) on the conceptual level, we provide an overview of the main ideas, advantages, and challenges of Bayesian data analysis, in direct comparison to classical approaches; (ii) on a practical level, we give an executive summary of some of the most recent and convenient tools for hands-on Bayesian data analysis.
We do not presuppose any particular knowledge or skills, but familiarity with basic statistical concepts will help to see the bigger picture more clearly.
At a certain point, the best way to learn is to do. Here are a bunch of exercises that might help you out of the comfort zone. If you need help find your way out of the bottle, please do not hesitate to get in touch!