| W1 |
Sep 3 |
HOLIDAY |
Probability, Conditionals, distributions, and Entropy, KL? |
Math, Stats Refresher, Gaussian distrib, algebra and matrix calculus |
HW1 |
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| W2 |
Sep 10 |
Sampling, Expectations, LLN, CLT, LOTUS, and Monte Carlo, inverse transform |
Frequentist MLE and sampling, Bootstrap, Binomial distribution, MLE for regression, regression eg |
poisson-gamma MLE, freq stats. |
HW2 |
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| W3 |
Sep 17 |
Bayesian Stats with conjugate priors, normal regularization, beta-binomial |
Rejection Sampling, Box Mueller, Importance Sampling |
Conjugate examples: poisson, binomial |
HW3 |
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| W4 |
Sep 24 |
Regression, predictive distribution, bias-variance tradeoff, regularization. Bayesian regression? |
Loss functions, Information theory, KL-Divergence and Deviance, Bayes risk, AIC |
Sine curve regression, confidence intervals, credible intervals? |
HW4 |
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| W5 |
Oct 1 |
Logistic MLE, Generative counterpart, Classification, Bayes risk, GD, SGD, supervised->unsupervized |
More SGD, MLP regression and classification |
PyTorch and ANN |
HW5 |
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| W6 |
Oct 8 |
HOLIDAY |
Mixtures, EM, Gaussian Mixture models |
EM |
HW6 |
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| W7 |
Oct 15 |
Hierarchical Models, intractable posteriors, empirical bayes, grid, laplace, need for MCMC |
Markov chains, metropolis, theory |
discrete sampling, markov chains |
HW7 |
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| W8 |
Oct 22 |
Metropolis hastings, gibbs, sample checks |
Data Augmentation, HMC |
By Hand Gibbs for tumors, sample checks |
HW8: |
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| W9 |
Oct 29 |
Exploring HMC, HMC tuning, NUTS. |
Sample checks, Energy, Divergence, model problems, ppc, credible intervals |
pymc3, coal disasters, bioassay |
HW9: |
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| W10 |
Nov 5 |
ppc, wrapping into bayesian workflow, viz, SBC |
Bayesian regression, regression priors and issues, poisson glm |
Gelman Schools |
HW10: |
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| W11 |
Nov 12 |
Overdispersion, Correlations, model comparison |
Model Comparison oceanic contd. Model selection, averaging |
prosocial chimps |
HW11: |
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| W12 |
Nov 19 |
Variational, ADVI |
HOLIDAY |
HOLIDAY |
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| W13 |
Nov 26 |
Variational Inference, how good, VSBC? |
Gaussian Processes |
Mixture MCMC, variational |
Paper Due Friday |
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| W14 |
Dec 3 |
Simulated Annealing and temperature as a tool |
Generative Modeling, Advanced Topics |
Lab, Odds and ends, and conclusion |
None |
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| W15 |
Dec 10 |
Conclusion Lecture, READING PERIOD |
EXAM PERIOD |
EXAM PERIOD |
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| W16 |
Dec 17 |
EXAM PERIOD |
EXAM PERIOD (Exam Due) |
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| W17 |
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