Advanced Bayesian Inference and Stochastic Modeling
Art and science of building graphical models and stochastic simulation methods for inference and prediction. Mixture models, networks, and other latent variable probability models, i.e. hidden Markov models. Review of discrete and continuous multivariate distributions used in building graphical models, tools of linear algebra and probability calculus. Aspects of Monte Carlo methodology and related dynamical modeling theory. Statistical computing using Matlab or R. Instructor consent required. Prerequisites: STA521L, STA523L, STA601. One course / 3 units.