STAT 73900 - Bayesian Statistics

Conditional probability. Normal prior and likelihood. Conjugate and improper prior distributions. Bayesian statistical paradigm and inference using sample-based numerical methods (e.g., EM, MCMC). Markov chains and Hidden Markov Models. Computer lab sessions.

prereq: prereq: C or better in STAT 61400, or permission of instructor. Adequate preparation in calculus and matrix algebra is assumed. Familiarity with a computing environment is encouraged.

Hours 45
Credits 3