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.
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|---|---|
| General Competences |
|
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 |
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| 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.