MATH 6480 - Bayesian Statistical Inference

Credits: 3

Spring (even years). Introduction to the Bayesian approach to statistical inference. Discussion of modeling subjective information about parameters using a prior distribution. Computation of the posterior distribution for many standard statistical inference problems. Comparison of the Bayesian approach with the “classical” approach. Discussion of different strategies available for the numerical computation of Bayesian integrals. Illustration of the use of Bayesian methods in different fields of application.

Repeatable:
No