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 | ||
| Th 3/7 | Metropolis-Hastings Algorithm | 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 | ||
| Th 3/21 | Hamiltonian Monte Carlo | ||
| Week 12 | |||
| Tu 3/26 | |||
| Th 3/28 | |||
| Week 13 | |||
| Tu 4/2 | |||
| Th 4/4 | |||
| Week 14 | |||
| Tu 4/9 | |||
| Th 4/11 | |||
| Week 15 | |||
| Tu 4/16 | |||
| Th 4/18 | |||
| Week 16 | |||
| Tu 4/23 | |||
| Classes End | |||