MATH 6615. Bayesian Statistics and Decision Theory.
|Course Code||MATE 6615|
|Course Title||Bayesian Statistics and Decision Theory.|
|Hours||3 per week|
|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.|