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Apr 25, 2024
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MTH 687 - Bayesian Data Analysis[4 credit(s)] Prerequisites: MTH 524 and (MTH 567 or MTH 536), or Permission of instructor. The course covers all the fundamental concepts of Bayesian methods, and works from the simplest models up through hierarchical models applied to various types of data. The course uses examples from a variety of disciplines. Topics include: The basics of Bayesian inference for single and multiparameter models, regression, hierarchical models, model checking, approximation of a posterior distribution by iterative and non-iterative sampling methods, and missing data.
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