12 Bayesian Inference and Decision Theory

  • Start: Monday, April 12
  • End: Friday, April 16

12.1 Summary

This week we will introduce a new brand of inference, Bayesian inference. This will be contrasted against the frequentist inference we have done up to this point. We will also very briefly introduce decision theory.

12.2 Learning Objectives

  • Understand how Bayesian inference combines prior belief with observed data.
  • Use Bayesian inference to create point estimates and interval estimates.
  • Understand how decision theory can help compare estimators.

12.3 Reading

Source Section
Wasserman 11.1 - 11.9
Wasserman 12.1 - 12.7
Evans and Rosenthal 7.1 - 7.4
Marden 11.6
Marden 20.1 - 20.8

12.5 Assignments

12.6 Office Hours

Staff and Link Day Time
Zoom with David Monday 7:00 PM - 8:00 PM
Zoom with Rentian Wednesday 8:00 PM - 9:00 PM
Zoom with David Thursday 7:00 PM - 8:00 PM
Zoom with Rentian Friday 8:00 PM - 9:00 PM
Piazza Any! Any!