Checking date: 08/04/2025 09:16:24


Course: 2025/2026

Inference Methods in Bayesian Machine Learning
(20371)
Bachelor in data and business analytics (Plan: 560 - Estudio: 203)


Coordinating teacher: CABRAS , STEFANO

Department assigned to the subject: Statistics Department

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:




Objectives
- To provide a solid understanding of the theoretical and practical foundations of Bayesian inference in the context of machine learning. - To introduce students to the design, construction and analysis of Bayesian networks. - To train in the use of advanced computational methods-including Hamiltonian Monte Carlo (HMC), INLA, Variational Bayes (VB) for solving real-world problems. - Develop skills in data analysis through the techniques taught in the course - Introduce and apply Bayesian spatial analysis in multidisciplinary contexts. - Integrate theory with practice through theoretical/practical activities in the use of RStudio and associated tools (R, RStan and eventually TensorFlow), encouraging critical debate and discussion of practical cases.
Description of contents: programme
1. Introduction to Bayesian Networks 2. Construction and analysis of simple Bayesian networks in R. 3. Advanced Bayesian Networks 4. Advanced Computational Methods: Hamiltonian Monte Carlo (HMC) and Introduction to INLA; Variational Bayes (VB) and Parallel MCMC. 5. Cluster Analysis with Mixture Models 6. Dynamic Linear Models (DLMs) 7. Bayesian Spatial Analysis
Learning activities and methodology
The sessions will be developed in a theoretical/practical format through the use of the computer, using the RStudio environment (https://www.rstudio.com) and R language (https://www.r-project.org). The teacher will indicate the packages to be used, based on RStan (https://mc-stan.org/users/interfaces/rstan) and, where appropriate, on TensorFlow (https://www.tensorflow.org). After explaining the content of Bayesian inference applied to a specific real problem, the possible solution of the case will be illustrated by means of a practical demonstration in R, emphasising the critical elements of the solution and promoting discussion of the results obtained with the students.
Assessment System
  • % end-of-term-examination/test 40
  • % of continuous assessment (assigments, laboratory, practicals...) 60

Calendar of Continuous assessment


Extraordinary call: regulations
Basic Bibliography
  • Hoff, Peter D.. A First Course in Bayesian Statistical Methods. Springer. 2009
  • McElreath, Richard. Statistical Rethinking: A Bayesian Course with Examples in R. Chapman and Hall/CRC. 2020
  • Virgilio Gómez Rubio. Bayesian inference with INLA. Chapman &Hall/CRC Press. 2020
Recursos electrónicosElectronic Resources *
Additional Bibliography
  • Petris, G., Petrone, S. y Campagnoli, P.. Dynamic Linear Models with R.. Springer. 2009
(*) Access to some electronic resources may be restricted to members of the university community and require validation through Campus Global. If you try to connect from outside of the University you will need to set up a VPN


The course syllabus may change due academic events or other reasons.