CS 6957: Probabilistic Modeling
Spring 2013
NOTE:
Homeworks are posted on the date they are assigned.
Readings are posted for the date they are due.
Homeworks are posted on the date they are assigned.
Readings are posted for the date they are due.
| Date | Topics | Reading | Homework |
|---|---|---|---|
| Week 1 | |||
| Tu 1/8 | Introduction |
HW0, Due Tu 1/22 hw0.tex LaTeX template for HW0 write-up |
|
| Th 1/10 | Probability Crash Course | ||
| Week 2 | |||
| Tu 1/15 | Probability Crash Course, cont. | Albert, Ch 1 | |
| Th 1/17 | Maximum Likelihood Estimation | Wikipedia: MLE | |
| Week 3 | |||
| Tu 1/22 | Intro to Bayesian Analysis | Albert, Ch 2 | HW0 Due (11:59 PM) |
| Th 1/24 | Conjugate Priors BernoulliBetaPrior.r |
Wikipedia: Conjugate
Prior Albert, Ch 3 |
Reading Questions 1 Due |
| Week 4 | |||
| Tu 1/29 | Exponential Families | HW1, Due Tue 2/12 hw1.tex |
|
| Th 1/31 | Maximum Entropy Priors | Jaynes, 1968 | |
| Week 5 | |||
| Tu 2/5 | Jeffreys' Prior GaussianVariancePriors.r |
Wikipedia: Jeffreys Prior | |
| Th 2/7 | Multiparameter Models | Wikipedia:
Prior for Mean & Variance of a Gaussian Albert, Ch 4 |
Reading Questions 2 Due |
| Week 6 | |||
| Tu 2/12 | Bayesian Linear
Regression BayesianLinearRegression.r |
HW1 Due (11:59PM) | |
| Th 2/14 | Graphical Models/Bayesian Networks | Bishop, Ch 8.1-8.2 | HW2, Due Tu 2/26 and Th 3/7 |
| Week 7 | |||
| Tu 2/19 | Factor Graphs and Inference | Bishop, Ch 8.4 | |
| Th 2/21 | Markov Random Fields | Bishop, Ch 8.3 | |
| Week 8 | |||
| Tu 2/26 | Introduction to Monte Carlo Methods MonteCarlo.r |
HW2 Partial Code Due | |
| Th 2/28 | Variance Reduction, Importance Sampling VarianceReduction.r |
||
| Week 9 | |||
| Tu 3/5 | Markov Chain Monte Carlo MarkovChains.r |
Andrieu,
et al., 2003 (through Section 3.1) |
|
| Th 3/7 | Metropolis-Hastings Algorithm MetropolisHastings.r |
Gelman & Rubin (optional) | Completed HW2 Due |
| Week 10 | |||
| Tu 3/12 | Spring Break - No Class | ||
| Th 3/14 | Spring Break - No Class | ||
| Week 11 | |||
| Tu 3/19 | Gibbs Sampling | Geman and Geman,
1984 Perez Survey Article |
|
| Th 3/21 | Hamiltonian Monte Carlo HMC.r |
Neal, 2012 | HW3 Due Th 4/4 |
| Week 12 | |||
| Tu 3/26 | The Expectation Maximization Algorithm | Dempster, Laird, Rubin
1977 (highly recommended classic) |
|
| Th 3/28 | EM, cont. BayesianLinearRegression.pdf (updated) |
||
| Week 13 | |||
| Th 4/2 | Out sick -- No Class | ||
| Th 4/4 | Variational Bayesian Methods |
Tzikas et al., 2008 or, if you have the book: Bishop Ch 10 |
|
| Week 14 | |||
| Th 4/9 | Gaussian Processes | Rasmussen and Williams, Ch 2 | HW3 Due HW4 Due Tu 4/30 |
| Tu 4/11 | Gaussian Processes, cont. | ||
| Week 15 | |||
| Th 4/16 | Bayesian Mixture Models | ||
| Tu 4/18 | Bayesian Mixture Models, cont. BayesianMixtureModel.r |
Neal, 2000 | |
| Week 16 | |||
| Tu 4/23 | Dirichlet Processes | ||
| Classes End | |||