Computational Statistical Inference (STAT*6841)

Code and section: STAT*6841*01

Term: Winter

Details

Bayesian and likelihood methods, large sample theory, nuisance parameters, profile, conditional and marginal likelihoods, EM algorithms and other optimization methods, estimating functions, Monte Carlo methods for exploring posterior distributions and likelihoods, data augmentation, importance sampling and MCMC methods.

Syllabus