May 19, 2024  
2023-2024 Graduate Catalog 
2023-2024 Graduate Catalog

STAT 625 - Bayesian Statistics

Bayesian inference, loss function and risk, one parameter models and posterior inference, conjugate priors, non-informative priors, multi-parameter models, Bayesian computation, Gibbs sampling and Markov chain Monte Carlo methods and applications in different areas. Additional topics may include decision theory, theoretical and convergence properties of the Markov chain samplers, Bayesian model checking, selection and assessment criteria, hierarchical models, Bayesian survival analysis.

Prerequisites & Notes
PRQ: STAT 410, or STAT 510, or STAT 610; or consent of department.

Credits: 3