Introduction to Bayesian analysis using WinBUGS

Faculty of Medicine

Imperial College London

St. Mary's Campus, London

July 13 2010

Tutors

Professor Nicky Best and Professor Sylvia Richardson, Imperial College London

Course outline

This introductory course is aimed at statisticians, data analysts and quantitative researchers who are interested in finding out what Bayesian methods are all about, and how to implement some simple Bayesian models using the WinBUGS software. There is a large practical component to this course with time for hands-on data analysis using examples drawn mainly from the social and health sciences.

No previous experience of Bayesian methods or WinBUGS is necessary, although familiarity with standard statistical terminology and a good grasp of the basic principles of standard (maximum likelihood-based) linear and generalised linear regression models will be assumed; participants will also be expected to be familiar with some common probability distributions (normal, binomial, Poisson).

Summary of course content

Basic probability theory (conditional probabilities, Bayes theorem)
Common probability distributions (normal, Poisson, binomial, beta, gamma)
Conjugate Bayesian inference for binary, count and continuous data
Making inference from posterior distributions
Choosing prior distributions
Introduction to Monte Carlo simulation methods, MCMC methods and Gibbs sampling
Bayesian regression models (linear, non-linear, GLMs)
Hands-on experience of using WinBUGS software for simple Bayesian analysis

Location

The course will take place in the Division of Epidemiology, Public Health and Primary Care of the Faculty of Medicine and the participants will be able to use these facilities. Note that this is in the Faculty of Medicine, Imperial College London at St. Mary's Campus, and NOT in the main campus in South Kensington.

The complete address is

School of Public Health, Faculty of Medicine
Imperial College London
St. Mary's Campus, Norfolk Place
W2 1PG London - UK

More information on how to arrive can be found at http://www1.imperial.ac.uk/medicine/contacts/campuses/stmarys/

Laptops and Software download

Participants are asked to bring their own laptops for the practicals if possible. We ask that you work in pairs during the practical classes, so if you do not have a laptop we can always pair you up with someone that does.

If you intend to bring your own laptop, it would save time if you could download and install the software beforehand. You will need to install WinBUGS version 1.4.3, which can be downloaded from the WinBUGS website:

http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/contents.shtml

which also contains instructions for installation. You will need to download and install the main WinBUGS 1.4 package, and then the patch to upgrade this to 1.4.3.

Please also remember to install the key for full use, otherwise some of the practical exercises will not work.

If you are coming from outside the UK, please remember to bring an adaptor plug so that you can plug your laptop into UK power sockets!

Course fees and Registration

£220 (standard fee)
£60 (reduced fee for participants from ESRC funded researchers and staff at UK academic institutions and registered charity organisations)
£30 (reduced fee for UK registered postgraduate students)

The registration form for the short course can be found at: https://www5.imperial.ac.uk/medicine/coursebookings/winbugs_0710.html

There is no closing date for registration, but places on the course are limited and tend to get booked very quickly.

An advanced course on Bayesian Spatial Analysis of small area data using WinBUGS/GeoBUGS and INLA will follow from July 14-16, 2010. See here for details and registration.

Course Materials

Course materials will be available to download nearer the time.