FY823: Bayesian inference and information theory

Study Board of Science

Teaching language: Danish, but English if international students are enrolled
EKA: N510025112, N510025102
Censorship: Second examiner: None
Grading: Pass/Fail
Offered in: Odense
Offered in: Spring
Level: Master

STADS ID (UVA): N510025101
ECTS value: 5

Date of Approval: 24-10-2018


Duration: 1 semester

Version: Archive

Comment

07013201 (former UVA) is identical with this course description. 
If there are fewer than 12 students enrolled, the course may. be held with another teaching form. 

Entry requirements

None

Academic preconditions

Students taking the course are expected to: Have knowledge of probability theory, (f.ex. conditional probabilities).


Course introduction

NOTE  that the teaching method in the course is special – see the elaboration on the teaching method below.

The aim of the course is to give the students knowledge of the Bayesian way of thinking and solving inference problems as well as the thoughts behind information theory (Bayesian inference is a method where regular probability theory is extended to apply to hypothesis, whereby it constitutes an alternative to frequentist statistics. Information theory is about efficient storage and communication of data).

The course gives a foundation for applying Bayesian methods to analyse data, as for instance obtained through experiments, simulations or registration. This can for instance be used in projects in the rest of the education. The course also gives knowledge of the connection between information theory and the concept of entropy in statistical physics.

In relation to the competence profile of the degree it is the explicit focus of the course to:
  • give skills to analyse data and evaluate the plausibility of different physical theories.
  • give knowledge and understanding of Bayesian inference and information theory.
  • give ability to acquire new knowledge in an effective and autonomous way and communicate this knowledge to colleagues

Expected learning outcome

The learning objective of the course is that the student demonstrates the ability to:
  • Autonomously acquire the knowledge about Bayesian inference and information theory as described under Contents
  • Solve problems regarding fitting of parameters and model selection
  • Present theory and exercises
  • Apply the acquired knowledge within a chosen subject (final project)

Content

The following main topics are contained in the course:
  • Interpretation of probability
  • Model selection
  • Fitting of parameters
  • Bayes’ theorem
  • Shannon entropy
  • Coding theory

Literature

See Blackboard for syllabus lists and additional literature references.

Examination regulations

Prerequisites for participating in the exam a)

Timing

Spring

Tests

Active participation in the teaching

EKA

N510025112

Censorship

Second examiner: None

Grading

Pass/Fail

Identification

Full name and SDU username

Language

Normally, the same as teaching language

Examination aids

To be announced during the course

ECTS value

0

Additional information

The prerequisite examination is a prerequisite for participation in exam element a).
First and foremost a number of presentations around the level of the total number divided by the number of students as well as posing questions during other students’ presentations. Besides that, some hand-ins.

Exam element a)

Timing

June

Prerequisites

Type Prerequisite name Prerequisite course
Examination part Prerequisites for participating in the exam a) N510025101, FY823: Bayesian inference and information theory

Tests

Oral exam

EKA

N510025102

Censorship

Second examiner: None

Grading

Pass/Fail

Identification

Student Identification Card

Language

Normally, the same as teaching language

Examination aids

To be announced during the course 

ECTS value

5

Additional information

The exam takes its starting point in a written report about the final project. It takes the form of a presentation followed by questions.
The examination form for re-examination may be different from the exam form at the regular exam.

Indicative number of lessons

31 hours per semester

Teaching Method

At the faculty of science, teaching is organized after the three-phase model ie. intro, training and study phase.

The teaching method in the course is built around the students presenting the material for each other. At every class (2 hours) there will be typically 5-6 students who each spend approximately 10-15 min. on presenting a section or exercise from the textbook. The teachers will be available in between the classes if the presenters have questions to their material or exercise. Due to the additional time needed for preparing the presentations then the number of classes is lower than usual. If less than 12 students has signed up for the course then the number of teaching hours could be reduced to 23 with supplementary group work instead.

Activities during the study phase:
  • Study of the textbook
  • Solving of exercises
  • Preparation of presentations
  • Undertaking of project

Teacher responsible

Name E-mail Department
Michael Andersen Lomholt mlomholt@memphys.sdu.dk

Timetable

Administrative Unit

Fysik, kemi og Farmaci

Team at Registration & Legality

NAT

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