STAT 544

Bayesian Statistical Methods

Course Description

Statistical methods based on the idea of a probability distribution over the parameter space. Coherence and utility. Subjective probability. Likelihood principle. Conjugate families. Structure of Bayesian inference. Limit theory for posterior distributions. Sequential experiments. Exchangeability. Bayesian nonparametrics. Empirical Bayes methods. Prerequisite: STAT 513 or permission of instructor.