Bayesian methods have been applied successfully for data analysis in all areas of applied statistics, e.g. economics, marketing, finance, psychology and medical science. This tutorial is intended to provide an introduction to the Bayesian approach and MCMC methods as well as to give an overview of recent Bayesian methodology for problems as:
the analysis of non-Gaussian data
variable selection
model based clustering
the analysis of Markov switching models
The tutorial is targeted to researchers and students who have heard about the benefits of Bayesian models and are interested in modern Bayesian methods.
Presenters are members of the Austrian Bayesian Research Group led by Sylvia Frühwirth-Schnatter. Sylvia Frühwirth-Schnatter is Professor in Statistics at the Johannes-Kepler-University in Linz. Her research focuses on Bayesian inference and Markov chain Monte Carlo methods, with an emphasis on Markov switching and state space modelling and mixture models. She has published in many leading journals in applied statistics and econometrics and is author of a book on finite mixture and Markov Switching models (Springer Series in Statistics, 2006).
Registration fee: 150€ (before June 30, 2007);
late registration fee: 200€
Preliminary Schedule
Monday, September 17
09:30 to 10:00
Registration
10:00 to 12:00
Let’s Bayes (Sylvia Frühwirth-Schnatter )
12:00 to 13:30
Lunch
13:30 to 15:00
Bayesian analysis of Non-Gaussian Data (Helga Wagner)
