Autumn 2023 STAT 41540

Course: STAT 41540

Title: Topics in Advanced Bayesian Methodology

Instructor(s): Aaron Schein

Class Schedule: TR 11:00 AM-12:20 PM in Jones 303

Description: This course will survey advanced topics in model-building, model-fitting, and model-checking in Bayesian analysis. One part will focus on building models with stochastic processes, including point processes and Bayesian nonparametric priors. Another part will focus on modern techniques for scalable posterior inference, including stochastic variational inference and variational auto-encoders. A final part (time permitting) will focus on the theory and practice of model critiquing via predictive checks and its role within the full Bayesian workflow.