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MATH 559 Bayesian Theory and Methods (4 unit茅s)

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Offered by: Math. et statistique (Sciences)

Vue d'ensemble

Math茅matiques et Statistiques (Sci) : Subjective probability, Bayesian statistical inference and decision making, de Finetti鈥檚 representation. Bayesian parametric methods, optimal decisions, conjugate models, methods of prior specification and elicitation, approximation methods. Hierarchical models. Computational approaches to inference, Markov chain Monte Carlo methods, Metropolis鈥擧astings. Nonparametric Bayesian inference.

Terms: Automne 2023

Instructors: Stephens, David (Fall)

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