|  |
| Week | Topics | Chapters |
| 1-2 | Introduction and philosophy. Loss function and risk. | 1; 2; 4.1 |
| 3 | Utility and Risk. | 2 |
| 4-5 | Prior and posterior. Conjugate families. | 3; 4.1, 4.2 |
| Generalized Bayes rules. | ||
| 6-7 | Bayesian estimation. | 4.3 |
| 7-8 | Bayesian hypothesis testing. Prediction. | 4.3 |
| 9 | Empirical Bayes rules | 4.5 |
| 10 | Hierarchical Bayes analysis. | 4.6 |
| 11-12 | Bayesian robustness. | 4.7 |
| 13 | Admissibility of Bayes rules. Bayesian calculation. | 4.8, 4.9 |
| 14-15 | Game theory and the minimax theorem. | 5 |
Prerequisites: STAT 5351-5352 (Probability and Mathematical Statistics) and either STAT 6331 (Statistical Inference) or STAT 6338 (Advanced Statistical Methods II).