Course: Introduction to Bayesian Analysis using WinBUGS

MRC BIOSTATISTICS UNIT, CAMBRIDGE

IMPERIAL COLLEGE, LONDON

31 January - 1 February, 2007

THE COURSE IS NOW FULLY BOOKED. Thank you for your interest.

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 apply them to analyse their data 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 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).

The course will be held at the MRC Biostatistics Unit, Cambridge.

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 MCMC methods and Gibbs sampling
Bayesian regression models (linear, non-linear, GLMs)
Bayesian model checking and comparison (residuals, predictions, DIC)
Random effects (multilevel / hierarchical) models for normal data
Hands-on experience of using WinBUGS software for Bayesian analysis

Full Course Programme

Course Instructors

Professor Nicky Best, Imperial College London (course organiser); Dr David Spiegelhalter, MRC Biostatistics Unit, Cambridge.

Booking

Due to strong interest, this course is now fully booked.

Information for participants

Travel

Cambridge is situated about 60 miles north of London. There are good road, train and bus connections from London, and Stansted international airport is very close. See here for more information.

There is no parking available at the MRC Biostatistics Unit. However, there are good bus links to the Addenbrookes hospital site where the Biostatistics Unit is located. Several city buses (C1, C2, C4, C5 and C7) and two park and ride buses (99 and H1) stop here.

The C1 bus goes from the station to the Hospital. This bus leaves every 8 mins and takes 8 mins.

Maps to the Biostatistics Unit are available from the Unit web site.

Accommodation

Participants requiring accommodation for the course are asked to arrange it themselves. Cambridge is popular with tourists so it is advisable to book early. The Cambridge tourist office has a comprehensive list of hotels and guest houses. Places reasonbaly close to the Biostatistics unit and with transport links to it include:

Travelodge, near Railway station, midway between Biostatistics Unit and town centre
Aylesbray Lodge Guest House, Mowbray Road, close to Biostatistics Unit
Acacia Guest House, Mowbray Road, close to Biostatistics Unit
Bridge Guest House, Hills Road, between station and Biostatistics Unit
Railway Lodge Guest House, Tenison Road, close to station
Tenison Towers, Tenison Road, close to station

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. There will also be few PC terminals available in the teaching room, for internet access and for use during the practical classes if needed. The room also has wireless internet access.

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 1.4.1, 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 1.4.1.

Please also remember to register on http://www.mrc-bsu.cam.ac.uk/bugs/winbugs/register.shtml and install the key for full use.

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!

The datasets for the practical exercises will be emailed to you about a week before the course. We will also have copies of both the data and the WinBUGS software available on the day on USB memory sticks so please do not worry if there are any problems with the software, as there will be an opportunity for installation during the course.