Instructor: |
Dr. Debdeep Pati Associate Professor, Department of Statistics 401C Blocker, debdeep [AT] stat [DOT] tamu [DOT] edu MW 3:15-4:15 PM on the above dates or by Appointment |
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Syllabus: |
Syllabus |
Date | Topics | Chapters | Supplements | Homeworks | Solutions |
09/16 | Variational Bayes | VB.pdf | |||
09/18 | Examples of VI | VB.pdf | |||
09/23 | Examples of VI | VB.pdf | |||
09/25 | Tangent transform | VB.pdf | JJ-VB-logistic.R | ||
10/07 | Stochastic variational inference | VB.pdf | |||
10/09 | Hamiltonian Monte Carlo | HMC.pdf | |||
10/14 | Hamiltonian Monte Carlo | HMC.pdf | code | hw1_695_f19.pdf | |
10/16 | Variable Selection (prior choice) | var-sel.pdf | |||
10/28 | Variable Selection using MCMC | var-sel.pdf | |||
10/30 | Variable Selection using VB | var-sel.pdf | hw2_695_f19.pdf |