3.0

credits

Average Course Rating

The course will cover Bayesian methods for exploratory data analysis. The emphasis will be on applied data analysis in various disciplines. We will consider a variety of topics, including introduction to Bayesian inference, prior and posterior distribution, hierarchical models, spatial models, longitudinal models, models for categorical data and missing data, model checking and selection, computational methods by Markov Chain Monte Carlo using R or Matlab. We will also cover some nonparametric Bayesian models if time allows, such as Gaussian processes and Dirichlet processes. Prerequisite: 553.730 (recommended) or 553.630