Course:  Introduction Bayesian hierarchical models

Instructor: Dr. Andrew Parnell

This course will run from 23rd – 26th August 2016 at SCENE (the Scottish Centre for Ecology and the Natural Environment), Loch Lomond National Park, Glasgow.

Course overview:
This course will cover introductory hierarchical modelling for real-world data sets from a Bayesian perspective. These methods lie at the forefront of statistics research and are a vital tool in the scientist’s toolbox. The course focuses on introducing concepts and demonstrating good practice in hierarchical models. All methods are demonstrated with data sets which participants can run themselves. Participants will be taught how to fit hierarchical models using the Bayesian modelling software Jags and Stan through the R software interface. The course covers the full gamut from simple regression models through to full generalised multivariate hierarchical structures. A Bayesian approach is taken throughout, meaning that participants can include all available information in their models and estimates all unknown quantities with uncertainty. Participants are encouraged to bring their own data sets for discussion with the course tutors.

Day 1
Basic concepts
•	Class 1: Introduction to Bayesian Statistics
•	Class 2: Linear and generalised linear models (GLMs)
•	Practical: Using R, Jags and Stan for fitting GLMs
•	Round table discussion: Understanding Bayesian models

Day 2 Hierarchical modelling
•	Class 1: Simple hierarchical regression models
•	Class 2: Hierarchical models for non-Gaussian data
•	Practical: Fitting hierarchical models
•	Round table discussion: Interpreting hierarchical model output

Day 3 Complex Models
•	Class 1: Hierarchical models vs mixed effects models
•	Class 2:  Multivariate and multi-layer hierarchical models
•	Practical: Advanced examples of hierarchical models
•	Round table discussion: Issues of continuous vs discrete time

Day 4 Shrinkage and Selection models
•	Class 1: Shrinkage and variable selection
•	Class 2: Hierarchical models and partial pooling
•	Practical: Shrinkage modelling
•	Round table discussion Bring your own data set

The cost is £450 (+VAT) including lunches and course materials. An all-inclusive option is also available at £580 (+VAT); this includes breakfast, lunch, dinner, refreshments, accommodation and course materials. Participants will need a laptop with a recent version of LINUX installed.

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