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.