Statistical Learning and Bayesian Nonparametrics
Nonparametric Bayesian models and methods for complex data analyses with non-linearity adjustment, flexible borrowing of information, local uncertainty quantification and interaction discovery. Focuses oncomputationally and theoretically efficient nonparametric regression techniques based on advanced Gaussian process models, with motivating applications in causal inference and big data genomics. Includes several illustrative examples with R codes. Basic coverage of asymptotic theory and MCMC and greedy algorithms. Prerequisites: STA531, STA532, STA523L. One course / 3 units.