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Courses - Spring 2024
Statistics and Probability Department Site
Open Seats as of
05/21/2024 at 10:30 AM
Bayesian Statistics
Credits: 3
Grad Meth: Reg, Aud
Prerequisite: STAT700; or permission of instructor .
Credit only granted for: STAT700 or STAT818B.
Formerly: STAT818B.
The essentials of Bayesian statistics with some advanced topics. Basic statistical decision theory. Bayesian paradigm. Prior and posterior distributions. Conjugate family. Hierarchical models. Bayesian linear regression. Bayes factors. Markov chain Monte Carlo. Metropolis-Hastings algorithm. Gibbs sampler. Bernstein von-Mise theorem. Posterior consistency. Potential advanced topics include variational Bayes, empirical Bayes, Bayesian inference of high-dimensional data and Bayesian non-parametric inference.