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Bayesian Data Analysis
Engineering & Social Sciences Program
Madrid, Spain
Dates: mid Jan 2026 - early Jun 2026
Bayesian Data Analysis
OVERVIEW
CEA CAPA Partner Institution: Universidad Carlos III de Madrid
Location: Madrid, Spain
Primary Subject Area: Computer Sciences
Instruction in: English
Course Code: 16502
Transcript Source: Partner Institution
Course Details: Level 300
Recommended Semester Credits: 3
Contact Hours: 42
Prerequisites: Probability and Data Analysis, Introduction to Statistical Modeling, Statistical Learning
DESCRIPTION
1. Bayesian basics:
1.1. Bayes theorem
1.2. Prior and posterior distribution
1.3. Credible intervals
1.4. Bayesian prediction
2. Exact Bayesian estimation
2.1. Coin tossing problems
2.2. Rare events
2.3. The normal distribution
3. Bayesian networks
3.1. Graphical models
3.2. Latent variables
3.3. Parameter learning
3.4. Structure learning
4. Approximate Bayesian estimation
4.1. Numerical methods
4.2. Sampling methods
5. Bayesian regression and hierarchical models
5.1. Linear models
5.2. Generalized linear models
5.3. Hierarchical models
6. Bayesian classification and clustering
7. Dynamic models
1.1. Bayes theorem
1.2. Prior and posterior distribution
1.3. Credible intervals
1.4. Bayesian prediction
2. Exact Bayesian estimation
2.1. Coin tossing problems
2.2. Rare events
2.3. The normal distribution
3. Bayesian networks
3.1. Graphical models
3.2. Latent variables
3.3. Parameter learning
3.4. Structure learning
4. Approximate Bayesian estimation
4.1. Numerical methods
4.2. Sampling methods
5. Bayesian regression and hierarchical models
5.1. Linear models
5.2. Generalized linear models
5.3. Hierarchical models
6. Bayesian classification and clustering
7. Dynamic models