MATH 559 Bayesian Theory and Methods (4 credits)

Overview

Mathematics & Statistics (Sci) : Subjective probability, Bayesian statistical inference and decision making, de Finetti’s 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—Hastings. Nonparametric Bayesian inference.

Terms: Fall 2023

Instructors: Stephens, David (Fall)

• Prerequisite: MATH 324, MATH 357, MATH 557, or equivalent, and MATH 208 or equivalent.