Course Description

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