9 units (3-0-6) | second term
Prerequisites: Ma 3, ACM/EE/IDS 116 or equivalent.
This course provides an introduction to Bayesian Statistics and its applications to data analysis in various fields. Topics include: discrete models, regression models, hierarchical models, model comparison, and MCMC methods. The course combines an introduction to basic theory with a hands-on emphasis on learning how to use these methods in practice so that students can apply them in their own work. Previous familiarity with frequentist statistics is useful but not required.
The online version of the Caltech Catalog is provided as a convenience; however, the printed version is the only authoritative source of information about course offerings, option requirements, graduation requirements, and other important topics.