Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu MW 3:45-4:45 PM or by Appointment |
||||
Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
08/27 | Bridge-sampling | Bayes-comp.pdf | hw0_605_f18.pdf | ||
08/29 | Random measures and clustering | DP-CRP.pdf | |||
09/03 | Clustering and DPM | DPM.pdf | sim_Dir.R | ||
09/05 | Variational Bayes | VB.pdf | |||
09/10 | Examples of VI | VB.pdf | |||
09/12 | Tangent transform | VB.pdf | JJ-VB-logistic.R | ||
09/17 | Stochastic variational inference | VB.pdf | |||
09/19 | Latent class/feature models | lcm.pdf | |||
09/24 | Enlarging the class in VI | VB.pdf | |||
09/26 | Variable selection | VS.pdf | hw1_605_f18.pdf | ||
10/01 | Continuous shrinkage priors | ||||
10/03 | Class cancelled | ||||
10/08 | Continuous shrinkage priors | VS.pdf | |||
10/10 | Selection with Variational Bayes | VS.pdf Ref1.pdf Ref2.pdf | |||
10/15 | Hamiltonian dynamics | HMC.pdf | |||
10/17 | Hamiltonian MCMC, Langevin | HMC.pdf | code | ||
10/22 | Gaussian processes | GP.pdf | |||
10/24 | RKHS | GP.pdf | |||
10/29 | Elliptical Slice sampling | GP.pdf | |||
10/29 | Constrained probability distributions | denreg.pdf | |||
11/05 | Stochastic order | denreg.pdf | |||
11/05 | Stochastic order | denreg.pdf | |||
11/07 | Shape constrained inference | denreg.pdf | |||
11/12 | Shape constrained inference | denreg.pdf | |||
11/14 | Categorical data analysis | categorical.pdf | |||
11/19 | Distributed computing | dc.pdf | |||
11/26 | Class cancelled | ||||
11/28 | Project presentation | ||||
12/03 | Project presentation | ||||
12/05 | Project presentation |