STAT 6619: Advanced Bayesian Methods
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5644 and STAT 6501
Complex hierarchical and multilevel models, dynamic linear and generalized linear models, spatial models. Bayesian nonparametric methods. Specialized Markov chain Monte Carlo algorithms and practical approaches to increasing mixing and speed convergence. Summarizing posterior distributions, and issues in inference. Model assessment, model selection, and model averaging. Offered odd-numbered years.
(Typically Offered: Fall)