STAT 664/SYST 664 Bayesian Analysis and Decision Theory

(3:3:0). Prerequisite.- STAT 544 or STAT 554 or equivalent or permission of instructor. Covers the fundamentals of Bayesian decision theory and its application in statistical inference and decision analysis. Topics include prior distributions and Bayes theorem, proper scoring rules, conjugate priors, approximate posterior distributions, multi-attribute utility theory, influence diagrams and Bayesian networks, measuring utilities, and probability distributions.
Taught by K. Laskey
Syllabus Available from K. Laskey