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I teach a graduate course on information and learning.

Click here to download a complete version of the lecture notes (latest version: May 18, 2023), or download by chapter below:

  1. Information and Knowledge [+]

  2. Bayesian Updating and Beliefs [+]

  3. Properties of Information [+]

  4. Comparing Information I: The Blackwell Order [+]

  5. Comparing Information II: Cost of Information [+]

  6. Learning [+]

  7. Model Uncertainty and Misspecification [+]

  8. Information Design [+]

Please write to me if you find any errors.

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