| Date |
Hours |
Activity |
Subject(s) |
| 23/8 |
9.00-10.30 |
Lecture |
Introduction to Markov Chain Monte Carlo (MCMC) methods; Markov chain stationary distributions and
ergodic theory (Jesper Møller) |
|
10.30-11.00 |
Coffee break |
|
|
11.00-12.00 |
Exercises |
Simulating simple Markov chains (Henrik Stryhn / Anders Nielsen) |
|
12.00-13.30 |
Lunch break |
|
|
13.30-15.00 |
Lecture |
MCMC algorithms and convergence (Jesper Møller) |
|
15.00-15.30 |
Coffee break |
|
|
15.30-18.00 |
Exercises |
MCMC algorithms and convergence (Henrik Stryhn / Anders Nielsen) |
|
18.00-19.30 |
Dinner break |
|
|
19.30- |
|
No evening program |
| 24/8 |
9.00-10.30 |
Lecture |
Graphical models and Bayesian inference (Heidi H. Hundborg) |
|
10.30-11.00 |
Coffee break |
|
|
11.00-12.00 |
Exercises |
Graphical models and Bayesian inference (Henrik Stryhn / Anders Nielsen) |
|
12.00-13.30 |
Lunch break |
|
|
13.30-15.00 |
Lecture |
An example of MCMC analysis of a generalised linear model (Heidi H. Hundborg) |
|
15.00-15.30 |
Coffee break |
|
|
15.30-18.00 |
Exercises |
MCMC analysis of hierarchical models using the WinBUGS program (Henrik Stryhn / Anders Nielsen) |
|
18.00-19.30 |
Dinner break |
|
|
19.30-20.30 |
Lecture |
Microbial risk analysis using Monte Carlo simulation (Tine Hald) |
| 25/8 |
9.00-10.30 |
Lecture |
MCMC likelihood and Bayesian inference; examples: spatial models/point processes/image analysis
(Jesper Møller) |
|
10.30-11.00 |
Coffee break |
|
|
11.00-12.00 |
Exercises |
MCMC in practice (Henrik Stryhn / Anders Nielsen) |
|
12.00-13.30 |
Lunch break |
|
|
13.30-15.00 |
Lecture |
Advanced MCMC topics; perfect simulation; examples (Jesper Møller) |
|
15.00-15.30 |
Coffee break |
|
|
15.30-16.30 |
Discussion |
Summary of MCMC topics (Jesper Møller) |
|
16.30-18.00 |
Exercises |
Course project / Analysis of own data sets (Henrik Stryhn / Anders Nielsen) |
|
18.00-19.00 |
Dinner break |
|
|
19.30-20.30 |
Exercises |
Course project (Henrik Stryhn / Anders Nielsen) |
| 26/8 |
9.00-12.00 |
Exercises |
Course project (Henrik Stryhn / Anders Nielsen) |
|
12.00-13.30 |
Lunch break |
|
|
13.30-18.00 |
Exercises |
Course project (Henrik Stryhn / Anders Nielsen) |
|
18.00- |
Dinner |
|
| 27/8 |
9.00-12.00 |
Discussion |
Project presentations (participants) |
|
12.00-13.30 |
Lunch break |
|
|
13.30-16.00 |
Discussion |
Course evaluation; Discussion of course content (Henrik Stryhn / Anders R. Kristensen) |
|
16.00- |
Departure |
|