STAT 4346 Introduction to Bayesian Inference

This course is designed to introduce the students to Bayesian data analysis. The topics to be covered include. Examples of current application of the Bayesian inferential framework. The fundamentals: prior, likelihood, posterior. Exponential families and conjugate priors. Invariance, non-informative priors. How to explore the posterior: numerical integration? Examples of MCMC; empirical Bayes; applications.

Credits

3

Prerequisite

STAT 3338 with a grade of 'C'

Schedule Type

Lecture

Grading Basis

Standard Letter (A-F)

Administrative Unit

School of Mathematical & Stat