Mattias Villani

Natural Born Bayesian


Current and upcoming courses

Past courses

    • Text Mining, master and Ph.D. level, Linköping University, given every spring semester.
    • Advanced Bayesian Learning, Ph.D. level. Linköping University.
    • Introduction to Machine Learning – Master and PhD level, Linköping University. I taught the two topics: Introduction, and Gaussian Processes and Mixture Models.
    • Statistical Analysis of Complex Data, I taught the two topics: Longitudinal and Spatial Data, advanced undergraduate level, Linköping University, given every fall semester.
    • Probability Theory, master level, Linköping University.
    • Programming in R, basic undergraduate level, Linköping University.
    • Theory of Statistics I, advanced undergraduate level, Linköping University.
    • Bayesian Statistics I, master level, Stockholm University.
    • Statistical Methods, 15 credit points. Master level.
    • Programming in R. Study group, graduate level, Stockholm University.
    • Bayesian Inference in Theory and Practice, advanced undergraduate/graduate level, Stockholm University.
    • Decision Theory, basic undergraduate level, Stockholm University.
    • Statistical Inference, advanced undergraduate level, Stockholm University.
    • Decision Theory, advanced undergraduate/graduate level, Stockholm University.
    • Bayesian Methods, graduate level, Stockholm University.

Guest Lectures and Mini-Courses

  • Computational Methods for Large Scale Bayesian Learning. One-day Master class at Melbourne Business School Summer School in Bayesian Econometrics, 2016. [ slides ]
  • VARs, DSGEs and State-space models. One-day course at Swedish Institute of Economic Research, 2015. [ slides ]
  • Bayesian Aspects of Statistical Learning. Summer school of Statistics, 2011. [Slides]
  • Prognosmodeller – ett axplock. Guest lecture on Kandidatprogrammet i statistik och nationalekonomi, Stockholm University. Spring 2009. [Slides]
  • Tidsserier och Prognoser.  Guest lecture on Grundläggande statistik för ekonomer, Stockholm University. Fall 2008. [Slides]
  • Bayesian Inference, seminar series at Sveriges Riksbank Dec 2003, Norges Bank Jan 2004 and Stockholm University Nov 2004.