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A general outline of the class
This is really more of a list of topics |an 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
4-27
Foundations
<!– Syllabus, Frequentist interpretation, Random Variable, Joint, Marginal, Conditional–>
Syllabus, Chapter 2 up thru 2.1.4.3
4-28
Subjective Probability, Independence, Bayes law
<!– Joint, Marginal, Conditional–>
4-30
Foundations Homework
5-3
Continuous RV's, Expectation
Rest of section 2.1
5-4
Frequentist day
<!– Estimators, mom, mle, tests, THE PROBLEM!–>
5-5
Bayes, binomial and normal models
<!– beta-binomial, Using it in contrast to the mle (isn't this what you meant?), Normal-Normal–>
5-7
MOM and MLE
5-10
precision, Change of variable
Initial section of Chapter 6 and 7
5-11
variance, Conjugacy, Normal-normal marginal
<!– change of variable multivariate–>
Poisson
5-12
Bayes nets, Imap, BN, D-sep, Pruning
<!–Interesting observation about Markov blanket in the continuous case–>
Section 2.2, Chapter 3, Pruning and d-separability
5-14
5-17
Simple Inference
<!– Var Elimination, Rejection sampling, likelihood weighting–>
Chapter 12, MCMC Sample Code
5-18
Gibbs
5-19
Metropolis
Pruning Lab
5-21
Gibbs Homework
5-24
Learning, Parameter Estimation, Missing data, Structure
Chapters 16 and 17
5-25
More learning(!)
5-26
Temporal Models: Kalman filter, Particle filter
Section 6.1, Chapter 15, and there are many useful Tutorials on the web, including this one at wikipedia
Individual MCMC Lab– This is not a group project. See the Syllabus for more info.
5-28
5-31
Holiday, no class
6-1
Decisions: Utility, uncertainty
Chapter 22 and 23
6-2
No class
Learning Lab Note that this is a regular lab again (not individual like mcmc), so you can work together.
6-4
6-7
More decisions
Chapter 22 and 23, EVSI
Reports
6-8
Oral Reports
6-9
Oral Reports
Filters Lab
6-11
6-14
Review, Slack and Sample Final Questions
Decisions Lab
6-16 or 17
Final exam in testing center
