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Decision Theory - Bayesian Theory (MAE731A)

Decision Theory - Bayesian Theory (MAE731A)

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General

School

School of Science

Academic Unit

Department of Mathematics

Level of Studies

Undergraduate

Course Code

ΜΑΕ731A

Semester

7

Course Title

Decision Theory - Bayesian Theory

Independent Teaching Activities

Lectures (Weekly Teaching Hours: 3, Credits: 6)

Course Type

Special Background

Prerequisite Courses -
Language of Instruction and Examinations

Greek

Is the Course Offered to Erasmus Students

Yes (in English, reading Course)

Course Website (URL) See eCourse, the Learning Management System maintained by the University of Ioannina.

Learning Outcomes

Learning outcomes

This course consists of two modules: the Decision Theory and Bayes Theory. The Decision Theory deals with problems of decision-making. Object of Statistical Decision Theory is decisions about unknown numerical quantities (parameters) by utilizing the presence of statistical knowledge. The aim of the course is the evaluation of the performance of the estimators subject to properties such as the unbiasedness, sufficiency, consistency etc.
The second part of the course gives an introduction to Bayesian statistical approach. At the end of the course the student should be able to compare Bayes and classical approaches and evaluate the "performance" of different estimators by using various criteria.

General Competences
  • Working independently
  • Decision-making
  • Production of free, creative and inductive thinking
  • Criticism and self-criticism

Syllabus

Decision Theory: decision function, loss function, risk function, admissible and minimax estimators; Bayesian inference: Bayes estimators, Bayes confidence intervals, minimax and Bayes tests.

Teaching and Learning Methods - Evaluation

Delivery

Classroom (face-to-face)

Use of Information and Communications Technology Use of ICT in communication with students
Teaching Methods
Activity Semester Workload
Lectures 39
Working independently 78
Exercises-Homeworks 33
Course total 150
Student Performance Evaluation

Final written exam in Greek (in case of Erasmus students in English) which concentrates on the solution of problems which are motivated by the main themes of the course.

Attached Bibliography

See the official Eudoxus site or the local repository of Eudoxus lists per academic year, which is maintained by the Department of Mathematics. Books and other resources, not provided by Eudoxus:

  • Berger, J.O. (1985) Statistical decision theory and Bayesian analysis. Springer.
  • Bernardo J. M. & Smith A. F. M., (1994). Bayesian Theory, Wiley, London.
  • Congdon, P. (2007), Bayesian Statistical Modelling, Willey.
  • Κ. Φερεντίνος (2005). Εκθετική οικογένεια κατανομών Θεωρία Bayes, Πανεπιστημιακές Παραδόσεις.
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