Bayesian statistics, simulation and software


Course format: This course is based on physical attendance at Aalborg University as described below, but it is possible to partially follow the course online as described on this page.

This course contains both theoretical and practical aspects of Bayesian inference, and it is important you bring a laptop with relevant software installed as descibed under the Preparation-tab.

The course is organized as 12 half day modules at Aalborg University over 6 days:

The morning module is 8:45-12:00 and the afternoon module is 12:30-15:45. Under the Plan-tab you will find a course schedule showing the organisation of the topics.

In order to obtain credit for the course, you will need to actively participate in the course (by being present at least 5 out of 6 days) as well as hand in an exercise after the completion of the course. This exercise will be available towards the end of the course. You are welcome to ask questions during the last module which is devoted to this exercise. The hand-in date is 3 January, 2022, and please send your solution to

Please bring paper and pencil for notes and classroom exercises since there will be both theoretical exercises and computer experiments. As this is an intensive course and each day only consists of 6.5 hours of lectures and exercises, it is expected that you also work on the material on your own. Except for the exercises towards the end of the course solutions are provided, but please give the exercises a serious try before you turn to the solutions.

Note that the hand-in exercise may be difficult to solve if you haven't actively participated in the course and in particular worked on the exercises.

The course does not follow any particular text book, but rather the course slides and a few notes (referred to in the plan) will be the main course material. However, a few pointers to relevant literature can be found in the following. We do not recommend or endorse any of these books in particular, and it is impossible to recommend a book for everyone taking the course given the very diverse background of the participants.

Two introductory level books:

Additional useful textbooks:

The course lecturers: Jesper Møller ( and Ege Rubak (