Bayesian Decision Theory
Textbook and Grading
Textbook:
- Parmigiani, G. and Inoue, L. (2009) Decision Theory: Principles and Approaches. Wiley.
- Othe References:
- Berger, J.O. (1985) Statistical Decision Theory and Bayesian Analysis. Springer, New York.
- Robert, C.P. (2001) The Bayesian Choice (Second Edition). Springer.
- Raiffa, H. and Schlaifer, R. (1961) Applied Statistical Decision Theory. Wiley.
- DeGroot, M.H. (1970) Optimal Statistical Decisions. MacGraw-Hill, New York.
- Lindley, D.V. (1975) Making Decisions. Wiley, New York.
- Pratt, W.J., Raiffa, H. and Schlaifer, R. (1995) Introduction to Statistical Decision Theory. The MIT Press, Cambridge.
- Smith, J.Q. (1988) Decision Analysis, A Bayesian Approach. Chapmal and Hall, London.
- Smith, J.Q. (2010) Bayesian Decision Analysis, Cambridge University Press, Cambridge, UK.
- Grading:
The course evaluation will consist of one midterm (40%) on Feb 10, four or five homework (40%) and a presentation or project (20%). Homework could involve a limited amount of computations, but this will not be a computationally intensive class.