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Applied Bayesian Methods — Short Course Materials

This repository centralizes slides, exercises, and supporting scripts for the Applied Bayesian Methods short course.

Course information

Location AgroParisTech, 14 rue Girardet, Nancy
Dates 7–9 April 2026
Registration deadline 30 March 2026
Keywords Statistics, Modelling, Spatio-temporal, Mixed-effects, Ensemble approaches

Objectives

By the end of this course, participants will be able to:

  • Understand the Bayesian framework and its advantages
  • Specify, fit, and interpret hierarchical and mixed Bayesian models
  • Incorporate spatial and temporal dependencies into models
  • Evaluate, compare, and validate Bayesian models
  • Understand and apply ensemble modelling approaches
  • Apply Bayesian tools to their own research data
  • Report results transparently and reproducibly

Programme

Day 1 — Bayesian Foundations and Hierarchical Models

  • Theoretical background and introduction to the Bayesian framework
  • Fitting and interpreting Bayesian mixed effect models

Software: R (rstanarm, brms)
Instructor: Alexander MASSEY → /Day1

Day 2 — Space and Time in the Bayesian Framework

  • Space and time modelling concepts and approaches in the Bayesian framework
  • Fitting and evaluating models with explicit space and/or time components

Software: R (INLA)
Instructor: Lionel HERTZOG → /Day2

Day 3 — Ensemble Modelling and Bayesian Model Averaging

  • Introduction to ensemble modelling methods with a focus on Bayesian Model Averaging
  • Applying and evaluating Bayesian Model Averaging on real-world models

Software: Python
Instructor: Nikola BESIC → /Day3

Prerequisites

  • Basic statistical concepts (means, correlation, distributions, probability) and tools (regression, correlation)
  • Working knowledge of at least one programming language (R, Python, or equivalent)

Teaching methods

  • Short presentations covering major conceptual knowledge
  • Simulated and real-world case studies
  • Live coding sessions (R and Python)
  • Hands-on practical work in small groups

Repository structure

/day1/      # Day 1 slides, scripts, and exercises (R)
/day2/      # Day 2 slides, scripts, and exercises (R / INLA)
/day3/      # Day 3 slides, scripts, and exercises (Python)
README.md

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Slides and exercises for workshop on applied Bayesian methods

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