Bayesian Statistics, Simulation and Software


Recommended prerequisite for participation in the module

The module builds on knowledge obtained by the module Statistical Inference for Linear Models.

Content, progress and pedagogy of the module

The aim of the course is for students to gain experience and understanding of Bayesian statistics, simulation based statistical inference and how to implement simulation based Bayesian inference in practice on a computer.

Learning objectives


  • has knowledge of the Bayesian principle including (conjugate) priors

  • has knowledge of algorithms used for Bayesian inference such as e.g. the Gibbs sampler and the Metropolis-Hastings algorithm

  • has knowledge of the theory of Markov chain Monte Carlo methods such as e.g. irreducibility, aperiodicity and invariant densities

  • has knowledge of practical challenges when using simulation based inference such as e.g. tuning, acceptance rates and burn-in


  • can apply the relevant methodologies from the course to conduct a Bayesian analysis of a given data set

  • can state the underlying assumptions and argue about limitations and extensibility of the chosen methodologies


  • can implement a relevant algorithm from the course to conduct simulation based Bayesian inference

Type of instruction

The teaching is organised in accordance with the general form of teaching in the curriculum, re. § 17.

Extent and expected workload


This is a 5 ECTS project module and the work load is expected to be 150 hours for the student.



Name of examBayesian Statistics, Simulation and Software
Type of exam
Active participation/continuous evaluation
Re-examination: Oral exam based on submitted assignment.
Permitted aidsPlease see the semester description/module description
AssessmentPassed/Not Passed
Type of gradingInternal examination
Criteria of assessmentThe criteria of assessment are stated in the Examination Policies and Procedures

Facts about the module

Danish titleBayesiansk statistik, simulering og software
Module code22KMAT1BAYES
Module typeCourse
Duration1 semester
Language of instructionDanish
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module


Education ownerMaster of Science (MSc) in Mathematics
Study BoardStudy Board of Mathematical Sciences
DepartmentDepartment of Mathematical Sciences
FacultyThe Faculty of Engineering and Science