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STATS 271: Bayesian Statistics II (STATS 371)

This is the second of a two course sequence on modern Bayesian statistics. Topics covered include: Asymptotic properties of Bayesian procedures and consistency (Doobs theorem, frequentists consistency, counter examples); connections between Bayesian methods and classical methods (the complete class theorem); generalization of exchangeability; general versions of the Bayes theorem in the undominated case; non parametric Bayesian methods (Dirichelet and Polya tree priors). Throughout general theory will be illustrated with classical examples. Prerequisites: Stats 270/370.
Terms: Spr | Units: 3
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