Decision Theory

Harvard FAS

ES 201/AM 231 is a course in statistical inference and estimation from a signal processing perspective. The course will emphasize the entire pipeline from writing a model, estimating its parameters and performing inference utilizing real data. The first part of the course will focus on linear and nonlinear probabilistic generative/regression models (e.g., linear, logistic, Poisson regression), and algorithms for optimization (ML/MAP estimation) and Bayesian inference in these models. We will…