Statistical Inference. (3-0) 3 Credit Hours

Catalog description

Prerequisite: EE 5153 . Fundamentals of hypothesis testing and parameter estimation including likelihood ratio test, unbiased estimation, and minimax estimation. Parametric and nonparametric inference with elements of large sample theory. Graphical models with exact and approximate inference methods including Markov chain Monte Carlo methods and variational inference. Elements of sequential inference including change point detection, hidden-Markov models, and time-series analysis. This course has Differential Tuition.