Introduction to Bayesian modelling with JAGS

Advanced R users from all professional groups. (For introductory R courses please revisit the course list.)

• CHF 600.- für Angehörige der UZH/ETH und assoziierter Institute
• CHF 800.- für Alumni der UZH/ETH, Angehörige anderer Universtitäten, Forschungseinrichtungen und Ämter des Bundes oder der Kantone, non-profit Organisationen
• CHF 1200.- für Firmen

With the development Markov Chain Monte Carlo (MCMC) methods in the 1980s, Bayesian inference was freed from the artificial constraints that had previously prevented its widespread use in applied statistics. A key influence in promoting Bayesian practice has been the software BUGS (Bayesian Inference Using Gibbs Sampling) developed at the Medical Research Council Biostatistics Unit in Cambridge. JAGS is "Just Another Gibbs Sampler", a cross-platform engine for the BUGS language with an object-based R interface.
Topics include:

• Bayesian concepts of probability
• Simulation-based inference
• Markov chain Monte Carlo (MCMC)
• Hierarchical models as directed acyclic graphs (DAGs)
• The BUGS language
• Model fitting with JAGS using the rjags package
• Output analysis and diagnostics with the coda package.
• Choice(s) of prior distribution
• Assesing model fit and model criticism
• Future perspectives for Monte Carlo inference

For all Zurich R Courses participants should bring their own laptops to the course and will be informed by email in advance which packages they need to install.