Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu Office hours: MW 4:30-5:30 PM or by Appointment, Online via zoom |
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Teaching Assistant: |
Eric Chuu PhD Candidate, Department of Statistics 419 Blocker, ericchuu [AT] tamu [DOT] edu Office hours: TTh 4:30-5:30 PM by Appointment, Online via zoom |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
08/19 | Bridge-sampling | Bayes-comp.pdf 613Aug19.pdf | hw0_605_f20.pdf | ||
08/24 | Random measures and clustering | DP-CRP.pdf 613Aug24.pdf | |||
08/26 | No class | ||||
08/31 | Clustering and DPM | DP-CRP.pdf 613Aug31.pdf | |||
09/02 | Stick-breaking | DP-CRP.pdf 605Sept2.pdf | sim_Dir.R | ||
09/07 | Blocked Gibbs & Clustering | DPM.pdf 605Sept7.pdf | |||
09/09 | Collapsed and Slice samplers | DPM.pdf slice_sampler.pdf 605Sept9.pdf | hw1_605_f20.pdf | ||
09/14 | Variational Bayes | VB.pdf 605Sept14.pdf | |||
09/16 | Variational Bayes | VB.pdf 605Sept16.pdf | |||
09/21 | Convex duality | VB.pdf 605Sept21.pdf | JJ-VB-logistic.R | ||
09/23 | Conditional conjugate VI | VB.pdf 605Sept23.pdf | |||
09/28 | Stochastic variational inference | VB.pdf 605Sept28.pdf | |||
09/28 | Expressive variational families | VB.pdf 605Sept30.pdf | hw2_605_f20.pdf | ||
10/05 | Variable selection | var-sel.pdf 605Oct5.pdf | |||
10/07 | Variable selection | var-sel.pdf 605Oct7.pdf | |||
10/12 | Variable selection using VB | var-sel.pdf 605Oct12.pdf | |||
10/14 | Continuous shrinkage | var-sel.pdf 605Oct14.pdf | |||
10/19 | Hamiltonian dynamics | HMC.pdf 605Oct19.pdf | |||
10/21 | Hamiltonian MCMC | HMC.pdf 605Oct21.pdf | code | hw3_605_f20.pdf | |
10/25 | Discretization and Langevin | HMC.pdf 605Oct25.pdf | |||
10/27 | Expectation propagation | EP.pdf 605Oct27.pdf | |||
11/02 | EP, ESS, GP | EP.pdf GP.pdf ESS.pdf 605Nov2.pdf | |||
11/04 | No class; finalize papers to present | hw4_605_f20.pdf | |||
11/09 | Gaussian Processes | GP.pdf 605Nov9.pdf | |||
11/11 | Gaussian Processes | GP.pdf 605Nov11.pdf |