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.