Advanced Statistical Modelling

MA in Data Science · Universitat Politècnica de Catalunya (UPC) · 2026–27

Advanced Statistical Modelling (MA in Data Science, UPC): Joel Ardiaca teaches the Bayesian half, covering Bayesian inference, MCMC and hierarchical models.

Co-instructor · Bayesian half of the course

My role

I co-teach this course: I teach the second half, on Bayesian data analysis.

About the course

An elective course in the MA in Data Science at the Barcelona School of Informatics (FIB, UPC). 6 ECTS, taught in English.

The part I teach covers:

  1. The Bayesian model: statistical models, the likelihood function, prior and posterior
  2. Bayesian inference: point and interval estimation, hypothesis testing
  3. Bayesian computation: Markov chain Monte Carlo (MCMC) simulation and monitoring convergence
  4. Hierarchical models
  5. Model checking and validation

Syllabus

Syllabus (PDF, in Catalan)

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