MATH 6615. Bayesian Statistics and Decision Theory.
| Course Code | MATE 6615 |
|---|---|
| Course Title | Bayesian Statistics and Decision Theory. |
| Credits | 3 |
| Hours | 3 per week |
| Prerequisites | MATH 6601 |
| Description | Elements of statistical decisions. Frequentist and Bayesian decision theory. Bayesian analysis: estimation, hypothesis testing, model selection, informative and non-informative priors. Approximations and Bayesian computations. Markov Chain Monte Carlo Methods. Introduction to Hierarchical Linear, Dynamic Linear, and Generalized Linear Models. |
| Additional Information |