Instructor: |
Dr. Debdeep Pati Professor, Department of Statistics 405C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu Office hours (in person unless otherwise noted): MW 11:00 AM-12:00 PM or by Appointment |
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Teaching Assistant : |
Bowen Lei PhD Candidate, Department of Statistics 455 Blocker, bowenlei[AT] stat [DOT] tamu [DOT] edu Office hours via zoom TTh 4:30 PM-5:30 PM |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
08/24 | Marginal Likelihood Est. | Bayes-comp.pdf | hw0_605_f22.pdf | ||
08/29 | Bridge Sampling | Bayes-comp.pdf | |||
08/31 | Random Histogram and DP | DP-CRP.pdf | |||
09/07 | Random measures and clustering | DP-CRP.pdf | |||
09/12 | DPM and Clustering | DPM.pdf | |||
09/14 | DPM and Clustering | DPM.pdf | |||
09/19 | Slice sampler and VB | slice_sampler.pdf VB.pdf | hw1_605_f22.pdf | ||
09/21 | Variational Inference | VB.pdf | |||
09/26 | Coordinate Ascent in VI | VB.pdf | |||
09/28 | Convex duality | VB.pdf | JJ-VB-logistic.R | ||
10/03 | Tangent transforms | VB.pdf | |||
10/05 | Stochastic variational inference | VB.pdf | |||
10/12 | Variable selection using VB | var-sel.pdf | |||
10/17 | Variable selection using VB | var-sel.pdf CS.pdf CS_alt.pdf | hw2_605_f22.pdf | ||
10/19 | Spike and slab - SSVS | var-sel.pdf | |||
10/24 | Spike and slab - collapsed sampling | var-sel.pdf | Yang_Wainwright_Jordan.zip | ||
10/26 | Continuous shrinkage priors | var-sel.pdf | |||
10/31 | Horseshoe and EM | var-sel.pdf EM_notes | |||
11/02 | Expectation Propagation | EP.pdf | |||
11/07 | Expectation Propagation and HMC | HMC.pdf | |||
11/09 | Hamiltonian MCMC | HMC.pdf | code | ||
11/14 | Elliptical Slice sampler | ESS.pdf | |||
11/16 | Gaussian processes | GP.pdf |