STAT 6644: Advanced Bayesian Theory
Credits: 3. Contact Hours: Lecture 3.
Prereq: STAT 5644 and STAT 6542
Exchangeability, parametric models, consistency and asymptotic normality of posterior distributions, posterior robustness, selection of priors using formal rules, improper priors and posterior propriety, Bayes factors, model selection, MCMC theory, irreducibility, Harris recurrence, regeneration, minorization and drift conditions, ergodicity, central limit theorems, Gibbs samplers, Metropolis Hastings samplers, techniques for speeding up convergence of certain MCMC algorithms. Offered even-numbered years.
(Typically Offered: Fall)