ORIE 6780 - Bayesian Statistics and Data Analysis

(crosslisted) STSCI 6780

Spring. 3 credits. Student option grading.

Prerequisite: ORIE 6700 or an equivalent course in mathematical statistics. A basic knowledge of R is assumed.

D. Matteson.

Priors, posteriors, Bayes estimators, decision theory, asymptotic theory, Bayes factors, credible regions, hierarchical models, nonparametric Bayes, computational methods, Bayesian robustness, and applications. This is a theory-oriented course intended for PhD students. For a more applied introduction to Bayesian statistics, students should take STSCI 4780, Bayesian Data Analysis: Principles and Practice, which is offered in the spring.