Master
2025/2026
Bayesian Methods for Data Analysis
Type:
Compulsory course (Financial Technologies and Data Analysis)
Delivered by:
Joint Department with Sberbank ‘Financial Technologies and Data Analysis’
When:
2 year, 1 module
Open to:
students of one campus
Language:
English
Course Syllabus
Abstract
The Bayesian probability allows us to effectively take into account different user preferences when constructing decisive prediction rules. In addition, it allows solving the problems of selecting structural parameters of the model. In particular, it allows solving the problems of feature selection, dimensionality of the reduced space at dimensionality reduction, and values of regularization coefficients without combinatorial search. An important part of the course is the study of modern generative models that use the Bayesian approach.