STAT 6550 - Bayesian Statistics

Units: 4
Bayes Theorem, subjective probability, conjugate priors, non-informative priors, posterior estimation, credible intervals, prediction, sensitivity analysis, comparison to classical procedures, MCMC, Gibbs sampling, hierarchical Bayesian analysis. Use of statistical software. Report writing. Prerequisites: A graduate level course in Statistics or probability and an upper division course in computational statistics or computer science or consent of instructor. Co-requisites: One of prerequisites allowed as co-requisite.