Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu Office hours: MW 4:00-5:00 PM or by Appointment, Online via zoom |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
08/30 | Marginal Likelihood Est. | Bayes-comp.pdf 605Aug30.pdf | hw0_605_f21.pdf | ||
09/01 | Bridge-sampling | Bayes-comp.pdf 605Sept1.pdf | |||
09/06 | Random Histogram and DP | Bayes-comp.pdf 605Sept6.pdf | |||
09/08 | Random measures and clustering | DP-CRP.pdf 605Sept8.pdf | |||
09/13 | Random measures and clustering | DP-CRP.pdf 605Sept13.pdf | |||
09/15 | DPM and Clustering | DP-CRP.pdf 605Sept15.pdf | |||
09/20 | Collapsed Gibbs | DP-CRP.pdf 605Sept20.pdf | |||
09/22 | Slice samplers | DP-CRP.pdf 605Sept22.pdf | |||
09/27 | Variational Bayes | VB.pdf 605Sept27.pdf | |||
09/29 | CAVI | VB.pdf 605Sept29.pdf | |||
10/04 | Convex duality | VB.pdf 605Oct4.pdf | |||
10/06 | Tangent transforms | VB.pdf 605Oct6.pdf | JJ-VB-logistic.R | ||
10/11 | Stochastic variational inference | VB.pdf 605Oct11.pdf | |||
10/13 | Expressive variational families | VB.pdf 605Oct13.pdf | |||
10/18 | Variable selection | var-sel.pdf 605Oct18.pdf | |||
10/20 | Variable selection | var-sel.pdf 605Oct20.pdf | |||
10/25 | Variable selection using VB | var-sel.pdf 605Oct25f21.pdf CS.pdf CS_alt.pdf | |||
10/27 | Continuous shrinkage | var-sel.pdf 605Oct27f21.pdf | |||
11/01 | Hamiltonian dynamics | HMC.pdf 605Nov1.pdf | |||
11/03 | Hamiltonian MCMC | HMC.pdf 605Nov3.pdf | code | ||
11/08 | Expectation propagation | EP.pdf 605Nov8.pdf | |||
11/10 | EP, ESS, GP | EP.pdf GP.pdf ESS.pdf 605Nov10.pdf | |||
11/15 | Gaussian Processes | GP.pdf 605Nov15.pdf | |||
11/17 | Gaussian Processes | GP.pdf 605Nov17.pdf | |||
11/22 | No class | ||||
11/24 | Thanksgiving | ||||
11/29 | Gaussian Processes | GP.pdf 605Nov17.pdf | |||
12/01 | Preparation for presentation | ||||
12/06 | Redefined Day | ||||
12/08 | Presentation |