STAT 4219: Bayesian Data Analysis
(Dual-listed with STAT 5219).
Credits: 3. Contact Hours: Lecture 2, Laboratory 2.
Prereq: One of (STAT 3201, STAT 3226, or STAT 5101); One of (STAT 3441, STAT 3447, or STAT 5147)
Probability models and prior distributions; updating priors through the likelihood function. Computational and simulation-based methods for deriving posterior distributions and for estimating parameters. Basic statistical and hierarchical models. Model adequacy and posterior predictive checks. Markov Chain Monte Carlo methods and introduction to JAGS and STAN or similar software. Emphasis on applications and examples from the social, biological and physical sciences.
(Typically Offered: Spring)