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A general outline of the class
This is really more of a list of topics than a schedule. It is subject to frequent change… please check back often as dates are likely to change. Homework and Labs are due ON THE DATE where the homework or lab is linked.
| Date | Topic | Reading | Homework, Labs and Exams |
|---|---|---|---|
| 4-26 | Subjective Probability | Syllabus, Chapter 1 | |
| 4-27 | RV's, Independence, Bayes law | Chapter 2 | |
| 4-29 | Probability Homework | ||
| 5-2 | More distributions, Continuous RV's, Bayes with Continuous RV's (normal-normal) | Sections 3.1-3.7 | |
| 5-3 | Bayes (Normal-Normal, Normal-Gamma) | Sections 3.8, 4.1-4.7, 5.1-5.9 (Familiarize your self with these distributions), 8.6 | |
| 5-4 | Functions of random variables (Normal-IGamma), Conjugacy | RVs and Distributions HW | |
| 5-6 | |||
| 5-9 | Beta-Binomial, Expectations | Sections 6.1-6.4, 7.1-7.3 | |
| 5-10 | Estimators, Graphical models, Discrete and continuous, Inference in the Discrete Case | Sections 7.5-7.7 | Conjugate Pair, and Functions of Random Variables |
| 5-11 | Catch up | ||
| 5-13 | Sampling, Estimators and GM's | ||
| 5-16 | Temporal Models: Stochastic Processes, Markov Chains, Hidden Markov Models, Kalman filter | Section 3.10 | |
| 5-17 | Sampling, Approximate Inference, Rejection, Likelihood Weighting, Particle Filter, Sampling Sample Code | Sections 12.1-12.4 | |
| 5-18 | MCMC: Gibbs Sampling, Metropolis, Sampling Sample Code | Section 12.5 | |
| 5-20 | Filters Lab | ||
| 5-23 | Metropolis Proof, Parameter Learning | Gibbs Homework | |
| 5-24 | Structure Learning | ||
| 5-25 | Utility and Decisions | Section 6.1, Chapter 15, and | |
| 5-27 | |||
| 5-30 | Holiday, no class | ||
| 5-31 | Value of Information | EVSI | |
| 6-1 | infinite models if time permits | Individual MCMC Lab– This is not a group project. See the Syllabus for more info. | |
| 6-3 | |||
| 6-6 | Graphical models part two, d-separability, pruning | Pruning and d-separability | |
| 6-7 | No class, use this time for labs | Learning Lab | |
| 6-8 | Continuous EVSI | ||
| 6-10 | |||
| 6-13 | Open Discussion of the labs and Final | Pruning Lab Note also that I can not accept anything except the Final after this. | |
| 6-16 | The Final will be a take home exam. It will be posted here: Final. Note that it (1) must be turned in on time, I cannot accept it late and (2) must be done independently not as a group or pair, no discussion of any kind. |
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